# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035907
**Filing Date:** 2023-2
**Character Count:** 1118004
**Document Hash:** 2b127c4056f19648b5eeaca1def8ddeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035907.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035907

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657613

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3652418700.13

**Total Liabilities:** $97512261.38

**Net Assets:** $3554906438.75

**Delayed Delivery Securities:** $1551217.89

**Cash Not Reported:** $28520694.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2399.40286000 | **1-Year:** 66333.48684000 | **5-Year:** 243238.37846000 | **10-Year:** 87961.87151000 | **30-Year:** 27773.10588000

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

- **3-Month:** 167.58339000 | **1-Year:** 12898.77561000 | **5-Year:** 44216.96498000 | **10-Year:** 14296.34589000 | **30-Year:** 1986.77083000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018402 | 2.01%                | 4.40%                | -2.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-40038098.31            | $109968235.23                              |
| Month 2  | $-10890512.49            | $152374339.07                              |
| Month 3  | $-2020158.65             | $-61194910.46                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Rentals Inc                                  | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         290 | NS      | $103071.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                            | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       14605 | NS      | $1455928.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33119.22     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $8740.30      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       36655 | NS      | $3051895.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                               | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2286000 | PA      | $2253164.12   | 0.06%             | 2030-10-12      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $182551.72    | 0.01%             | 2030-09-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                   | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        1250 | NS      | $56937.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $72868.21     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $590.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $124149.87    | 0.00%             | 2033-12-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5120.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-141733.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -34440000 | OU      | $-197292.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L5F92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166351 | PA      | $136992.96    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       35000 | PA      | $15002.15     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $527165.69    | 0.01%             | 2036-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Everest Re Group Ltd                                | Everest Re Group Ltd                                                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         185 | NS      | $61284.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      162637 | PA      | $160929.47    | 0.00%             | 2025-04-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        3600 | NS      | $269352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                 | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5769000 | PA      | $1288575.89   | 0.04%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6529.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77971.78     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         470 | NS      | $105735.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2514000 | PA      | $1666998.68   | 0.05%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                       | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      270000 | PA      | $259185.82    | 0.01%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $384341.66    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-152.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      115000 | PA      | $104776.50    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-160449.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $58214.40     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      261559 | PA      | $202075.03    | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                   | Israel Government Bond - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1645000 | PA      | $436970.84    | 0.01%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6084.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                     | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         490 | NS      | $272562.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |         580 | NS      | $46324.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Advertising Co                                | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        3600 | NS      | $339840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cordatus CLO PLC                                    | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |    10250000 | PA      | $10603963.01  | 0.30%             | 2032-08-26      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-74378.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       83000 | PA      | $72608.87     | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      705000 | PA      | $822566.16    | 0.02%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       68982 | NS      | $4963254.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                          | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     1458073 | NS      | $1458072.91   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                        | Illumina Inc                                                                    | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |         670 | NS      | $135474.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                         | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       45351 | NS      | $1629927.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22170000 | OU      | $73908.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        1240 | NS      | $124334.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      419000 | PA      | $352725.26    | 0.01%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                        | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       10509 | NS      | $175773.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                               | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $195215.46    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11925.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                         | Lennar Corp                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        7972 | NS      | $721466.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                            | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |        4588 | NS      | $141043.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $55292.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                     | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |       22500 | NS      | $255051.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       95000 | PA      | $88149.75     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QEC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152796 | PA      | $125406.40    | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                    | W R Berkley Corp                                                                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1005 | NS      | $72932.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                   | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      300000 | PA      | $234525.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11563.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                             | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2336000 | PA      | $2405000.87   | 0.07%             | 2024-09-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                    | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4234000 | PA      | $4280788.79   | 0.12%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      393954 | PA      | $350101.37    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31650 | PA      | $30475.73     | 0.00%             | 2035-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                             | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       91351 | NS      | $1578840.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                      | BHG Securitization Trust 2022-A                                                 | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1162646 | PA      | $1086181.47   | 0.03%             | 2035-02-20      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.IG.38.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-207180.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1029.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                          | RenaissanceRe Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        1084 | NS      | $199705.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |     3920000 | OU      | $47768.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      120000 | PA      | $105941.28    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         -32 | NC      | $142001.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        2141 | NS      | $403664.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16082.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                              | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        3305 | NS      | $237293.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |         480 | NS      | $76060.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                            | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6571000 | PA      | $218916.18    | 0.01%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      897600 | PA      | $727056.00    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26510.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        1990 | NS      | $130444.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                      | Loblaw Cos Ltd                                                                  | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        2406 | NS      | $212737.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                       | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       10217 | NS      | $698944.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1466871.77   | 0.04%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199994 | PA      | $176490.65    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $210.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       71822 | NS      | $3090500.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105908 | PA      | $107366.26    | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                               | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        2200 | NS      | $1338773.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                                  | Albertsons Cos Inc                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       24700 | NS      | $512278.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      322000 | PA      | $320373.51    | 0.01%             | 2023-03-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 0 CP 20/01/2023                         | OVINTIV INC 0 CP 20/01/2023                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2422000 | PA      | $2414999.40   | 0.07%             | 2023-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                               | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       14600 | NS      | $222525.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20999.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        9049 | NS      | $1521679.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KTMR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439851 | PA      | $378749.67    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      675000 | PA      | $737618.30    | 0.02%             | 2026-04-28      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $211421.07    | 0.01%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture 39 CLO Ltd                                                              | CUSIP: 92332TAB8<br>LEI: 549300VI1BOFEK7C6D74 | Long             | ABS-CBDO         | CORP              | KY        |      863000 | PA      | $836685.32    | 0.02%             | 2033-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                            | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |        6650 | NS      | $113317.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $90578.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment C                      | Wharf Real Estate Investment Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | HK        |       22000 | NS      | $128131.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                   | Israel Government Bond - Fixed                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      254000 | PA      | $60148.47     | 0.00%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk P                      | Telkom Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      705400 | NS      | $169868.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                          | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         930 | NS      | $55855.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                             | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        1414 | NS      | $74659.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       19293 | NS      | $4256035.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                            | Etsy Inc                                                                        | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        2340 | NS      | $280285.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                            | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $61753.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      399000 | PA      | $361450.28    | 0.01%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        6160 | NS      | $234080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       22837 | NS      | $1548348.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37975 | PA      | $39380.37     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149997 | PA      | $140749.12    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       40211 | NS      | $6498499.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      185000 | PA      | $200543.06    | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2942381 | PA      | $2401175.69   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        3585 | NS      | $1116261.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                  | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |       94098 | NS      | $281363.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        6404 | NS      | $932870.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6424.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       39717 | NS      | $1191112.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   186500000 | PA      | $1343294.10   | 0.04%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-503025.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                             | Vale SA                                                                         | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |        3200 | NS      | $54214.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                 | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       60000 | PA      | $44369.87     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                          | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        1020 | NS      | $47603.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Doosan Bobcat Inc                                   | Doosan Bobcat Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2926 | NS      | $80059.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                             | Aon PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |        3030 | NS      | $909424.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables                       | Exeter Automobile Receivables Trust 2018-3                                      | CUSIP: 30166PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61250 | PA      | $61190.99     | 0.00%             | 2024-06-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2015.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                  | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       13000 | NS      | $478196.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                   | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |        1503 | NS      | $98023.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                          | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         720 | NS      | $43840.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IFF                                                 | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        1100 | NS      | $115324.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      365000 | PA      | $356342.39    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                         | Nutrien Ltd                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        2379 | NS      | $173681.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23049.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $198203.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                 | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |        3200 | NS      | $135337.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION           | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3069.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                            | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       51125 | NS      | $1553787.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6848.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                           | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       11115 | NS      | $202394.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                         | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      425000 | PA      | $299830.27    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.                       | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4015.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36295NM20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16057 | PA      | $16338.80     | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       29366 | NS      | $2913107.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |      345000 | PA      | $348438.65    | 0.01%             | 2024-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      716000 | PA      | $507652.99    | 0.01%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                        | Eagle RE 2019-1 Ltd                                                             | CUSIP: 269822AB8<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |      297775 | PA      | $291491.51    | 0.01%             | 2029-04-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |      103000 | PA      | $62957.69     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                             | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |       74603 | NS      | $1534355.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A                      | Kuehne + Nagel International AG                                                 | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |        3343 | NS      | $777189.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $441333.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1905.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $90315.62     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $178234.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                               | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1491 | NS      | $209388.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6818.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $177234.77    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                      | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |         700 | NS      | $72744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        2782 | NS      | $223144.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      343000 | PA      | $260838.69    | 0.01%             | 2036-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19840000 | OU      | $5755.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1806866.41   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications Inc                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         475 | NS      | $161072.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17220000 | OU      | $-1104.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO VI-R Ltd                                                          | CUSIP: 47047LAA7<br>LEI: 254900G01W2J355PT310 | Long             | ABS-CBDO         | CORP              | KY        |      682305 | PA      | $669476.19    | 0.02%             | 2030-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-312864.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                              | Dr Ing hc F Porsche AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |        2420 | NS      | $244210.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                               | AECOM                                                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        4900 | NS      | $416157.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                        | Catalent Inc                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         830 | NS      | $37358.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                    | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2774586.02   | 0.08%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $187683.16    | 0.01%             | 2030-09-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18677.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                            | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52413.22     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                         | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |         800 | NS      | $190120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      602000 | PA      | $523604.09    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $117926.46    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                        | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        1750 | NS      | $47985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         550 | NS      | $66038.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-204683.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27358.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1479.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                             | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $170162.50    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32572.24     | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      930288 | NS      | $1770163.49   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TFI International Inc                               | TFI International Inc                                                           | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |        3616 | NS      | $362467.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66801 | PA      | $62041.95     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                | Ooredoo International Finance Ltd                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $171500.00    | 0.00%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      297194 | PA      | $272148.14    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      198574 | PA      | $178051.81    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       13610 | NS      | $654232.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                            | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     2554854 | NS      | $1394219.56   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      580000 | PA      | $492166.89    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                      | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $403103.57    | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                       | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      124925 | NS      | $1775229.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                 | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       16621 | NS      | $2341732.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                               | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |         260 | NS      | $26577.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                        | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        3090 | NS      | $115442.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90850000 | PA      | $525966.40    | 0.01%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                             | Magna International Inc                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        3132 | NS      | $175955.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association               | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1396.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      318000 | PA      | $280794.00    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $156549.80    | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      625000 | PA      | $527915.33    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Linde PLC                                           | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        8086 | NS      | $2637491.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | PA      | $633625.19    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                         | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |       24814 | NS      | $503813.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1247160.54   | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        2630 | NS      | $309103.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11645.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20630.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      175000 | PA      | $33016.69     | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                          | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       36300 | NS      | $749595.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                       | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       26113 | NS      | $307098.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US CLO 2015-1 Ltd                                                           | CUSIP: 44931AAJ8<br>LEI: 254900IL8TH4VLG5DO47 | Long             | ABS-CBDO         | CORP              | KY        |     1053542 | PA      | $1039319.02   | 0.03%             | 2028-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Serco Group PLC                                     | Serco Group PLC                                                                 | CUSIP: 000000000<br>LEI: 549300PT2CIHYN5GWJ21 | Long             | EC               | CORP              | GB        |       55142 | NS      | $103510.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1158744.77   | 0.03%             | N/A             | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Globe Life Inc                                      | Globe Life Inc                                                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |         430 | NS      | $51836.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1172000 | PA      | $1038719.93   | 0.03%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-904144.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      550000 | PA      | $447259.46    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $227859.38    | 0.01%             | 2025-09-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                  | Whitebox Clo I Ltd                                                              | CUSIP: 96467FAJ9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    16250000 | PA      | $15910381.50  | 0.45%             | 2032-07-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                      | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        6459 | NS      | $613282.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mountain View CLO Ltd                               | Mountain View CLO X Ltd                                                         | CUSIP: 62432CAU5<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |      317000 | PA      | $313814.28    | 0.01%             | 2027-10-13      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Kellogg Co                                          | Kellogg Co                                                                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        1090 | NS      | $77651.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                          | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       11400 | NS      | $467742.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      415000 | PA      | $374567.48    | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $151829.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $401188.59    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3295742.21   | 0.09%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                  | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |       41022 | NS      | $400230.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $125343.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                             | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     3000000 | PA      | $405245.13    | 0.01%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                               | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4033200 | PA      | $3902877.23   | 0.11%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NEWDAY PARTNERSHIP FUNDING PLC                      | Newday Partnership Funding 2020-1 PLC                                           | CUSIP: 000000000<br>LEI: 2138003JMQKL1SKS2Y68 | Long             | ABS-O            | CORP              | GB        |      105000 | PA      | $125942.51    | 0.00%             | 2028-11-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 16740000000 | PA      | $1046821.26   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                       | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |        1330 | NS      | $942477.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                            | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |       15000 | NS      | $132573.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                          | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        2750 | NS      | $277942.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                        | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        9320 | NS      | $2128594.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                         | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       25503 | NS      | $1845652.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                   | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      193123 | NS      | $615913.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                             | Greenwood Park CLO Ltd                                                          | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4288000 | PA      | $4231770.60   | 0.12%             | 2031-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                      | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2485289.78   | 0.07%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $183.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        1050 | NS      | $57970.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                      | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         325 | NS      | $76488.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      926000 | PA      | $738649.18    | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71285.03     | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1350000 | PA      | $1412567.40   | 0.04%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lazard Ltd                                          | Lazard Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |        1736 | NS      | $60187.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1360000 | PA      | $1346114.82   | 0.04%             | 2035-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $42731.60     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $552532.71    | 0.02%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TH MSR ISSUER TRUST                                 | TH MSR issuer Trust                                                             | CUSIP: 87271AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580000 | PA      | $542669.92    | 0.02%             | 2024-06-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      155000 | PA      | $149503.39    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co                       | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |       56000 | NS      | $181509.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       44463 | NS      | $4933169.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10238.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | French Government Bond s                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -43 | NC      | $354973.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       30906 | NS      | $4382161.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      589000 | PA      | $588445.04    | 0.02%             | 2023-10-02      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      585000 | PA      | $497723.21    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     1395000 | PA      | $1206415.36   | 0.03%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1352300000 | PA      | $182835.95    | 0.01%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1248839.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                      | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       19390 | NS      | $1346729.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                       | Aroundtown SA                                                                   | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1236691.06   | 0.03%             | 2025-01-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                            | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      465000 | PA      | $352449.67    | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      316000 | PA      | $243217.29    | 0.01%             | 2035-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ibstock PLC                                         | Ibstock PLC                                                                     | CUSIP: 000000000<br>LEI: 2138003QHTNX34CN9V93 | Long             | EC               | CORP              | GB        |       22428 | NS      | $41927.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23576.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       14710 | NS      | $4646300.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2943.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                             | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      121874 | NS      | $1204113.65   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      625000 | PA      | $568574.61    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       70000 | PA      | $53596.67     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -271 | NC      | $240541.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CYPRUS                                  | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2410000 | PA      | $1682180.73   | 0.05%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $909518.96    | 0.03%             | N/A             | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                   | Brown-Forman Corp                                                               | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |         820 | NS      | $53857.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       20440 | NS      | $1754774.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8233.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7851.73      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                          | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        2010 | NS      | $294565.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36180SNG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23509 | PA      | $22107.72     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                         | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        1340 | NS      | $154850.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      385000 | PA      | $405700.97    | 0.01%             | 2033-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20636 | PA      | $19349.35     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A O Smith Corp                                      | A O Smith Corp                                                                  | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |         530 | NS      | $30337.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      527000 | PA      | $426772.23    | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       11729 | NS      | $893046.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                      | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    10940000 | PA      | $422093.97    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -18770000 | OU      | $-1510.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                   | Battalion CLO XII Ltd                                                           | CUSIP: 07133RAA3<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |     1429000 | PA      | $1399444.71   | 0.04%             | 2031-05-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2TK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96629 | PA      | $98509.02     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140GQ4C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49492 | PA      | $45789.07     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                             | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       55000 | PA      | $40030.45     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      657000 | PA      | $608327.11    | 0.02%             | 2025-02-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133AJGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59737 | PA      | $49305.38     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     1350000 | PA      | $1316345.24   | 0.04%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                  | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        2576 | NS      | $211772.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541805 | PA      | $469898.62    | 0.01%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                       | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |         450 | NS      | $46008.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                      | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      104705 | PA      | $97227.85     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                   | Suncor Energy Inc                                                               | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        5288 | NS      | $167739.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      102023 | NS      | $9001489.29   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11899.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                 | Exact Sciences Corp                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        7200 | NS      | $356472.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36296UZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28755 | PA      | $29430.97     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        8959 | NS      | $2587180.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH LIMITED                                         | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $107217.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         180 | NS      | $44933.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Co Inc/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        1070 | NS      | $88692.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1900000 | PA      | $1455858.83   | 0.04%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                          | Signature Bank/New York NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |         250 | NS      | $28805.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QKRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2924384 | PA      | $2400115.84   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       95000 | PA      | $83506.24     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14159.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $181522.00    | 0.01%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21800.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                               | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     2700000 | PA      | $2114398.06   | 0.06%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM XVIII Ltd                                                                  | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     1358000 | PA      | $1325010.11   | 0.04%             | 2031-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                        | Apollo Global Management Inc                                                    | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       15600 | NS      | $995124.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                          | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        9383 | NS      | $717330.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22170000 | OU      | $-23472.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165824.48    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      110000 | PA      | $99091.20     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                    | Vector Group Ltd                                                                | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2295466.29   | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                            | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      677000 | PA      | $529031.23    | 0.01%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        2970 | NS      | $334125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                               | Envista Holdings Corp                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |        3518 | NS      | $118451.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      100000 | PA      | $96300.00     | 0.00%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1040000 | PA      | $808383.97    | 0.02%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      639000 | PA      | $306720.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19560.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1284.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       10300 | NS      | $1006310.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                           | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        1445 | NS      | $78275.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line Inc                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         400 | NS      | $113512.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp                                                      | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |         500 | NS      | $38020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       18430 | NS      | $760237.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                            | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        3160 | NS      | $92335.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      145000 | PA      | $103867.48    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |        1000 | PA      | $714.34       | 0.00%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -124 | NC      | $51369.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1395000 | PA      | $1326141.14   | 0.04%             | 2025-07-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      640000 | PA      | $576800.00    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                            | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      201000 | PA      | $175810.69    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $230685.18    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $125099.56    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        3420 | NS      | $161424.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $52024.00     | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                 | UAE INTERNATIONAL GOVERNMENT BOND                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $196725.00    | 0.01%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   322900000 | PA      | $2887291.64   | 0.08%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                         | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        1736 | NS      | $583539.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5449.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54335.42     | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $37202.43     | 0.00%             | 2041-11-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                        | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       15140 | NS      | $1706732.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                         | Ovintiv Inc                                                                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12200 | NS      | $618662.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1350.03      | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $410660.19    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4802000 | PA      | $3160316.25   | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      400000 | PA      | $434114.28    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                 | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |       30000 | NS      | $93882.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $201.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      746000 | PA      | $917364.98    | 0.03%             | 2041-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    17220000 | OU      | $2643.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                 | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        1862 | NS      | $96596.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22730000 | OU      | $-22172.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      875000 | PA      | $973363.42    | 0.03%             | 2030-08-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amorepacific Corp                                   | Amorepacific Corp                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        1071 | NS      | $117215.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85348.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                           | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         240 | NS      | $212516.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                            | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |      679643 | NS      | $372674.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      320000 | PA      | $279587.01    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CCA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9136 | PA      | $7876.85      | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         470 | NS      | $73526.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BORSE AKTIENGESELLSCHAFT                   | GBP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | N/A              | DFE              | CORP              | DE        |      251000 | NC      | $3580.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                        | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |        8200 | NS      | $256222.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                             | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      165000 | PA      | $109346.27    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      610000 | PA      | $493237.54    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3383.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                         | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |        4000 | NS      | $533270.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160916 | PA      | $154131.29    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225948 | PA      | $214289.21    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                       | Welltower Inc                                                                   | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      930000 | PA      | $1040426.48   | 0.03%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |         690 | NS      | $33920.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       17030 | NS      | $198058.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |         990 | NS      | $245628.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      540000 | PA      | $532505.81    | 0.01%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $382.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $250788.32    | 0.01%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2909506.38   | 0.08%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2021-Z1                                       | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      353473 | PA      | $343516.12    | 0.01%             | 2025-08-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461467 | PA      | $423870.22    | 0.01%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                      | University of California                                                        | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      485000 | PA      | $419291.77    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                              | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |        7029 | NS      | $196333.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      275000 | PA      | $220268.82    | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                              | Lumen Technologies Inc                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        4620 | NS      | $24116.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20772.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works Inc                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        1210 | NS      | $266563.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6613.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     1395000 | PA      | $1386349.80   | 0.04%             | 2025-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                         | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         500 | NS      | $97180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      175000 | PA      | $136915.37    | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      546496 | PA      | $526047.25    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27824.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27000 | PA      | $22994.82     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                        | Nordson Corp                                                                    | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         220 | NS      | $52298.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1000 | NS      | $73500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47600.69     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                              | Brunello Cucinelli SpA                                                          | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |        4407 | NS      | $326078.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | SOUND POINT CLO III-R LTD                                                       | CUSIP: 83611LAA8<br>LEI: 5493006VH6ZUE3FHGC30 | Long             | ABS-CBDO         | CORP              | KY        |      849896 | PA      | $839403.88    | 0.02%             | 2029-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                     | Allegro CLO VIII Ltd                                                            | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |     1429000 | PA      | $1397477.12   | 0.04%             | 2031-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4792.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      390000 | PA      | $351903.65    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                              | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc           | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $312803.14    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9220.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59633 | PA      | $57051.34     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82644.49     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WFRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34049 | PA      | $31589.39     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                          | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      175000 | PA      | $159532.25    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6064.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      450000 | PA      | $411070.23    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      420000 | PA      | $382829.26    | 0.01%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181515 | PA      | $166516.14    | 0.00%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      109000 | PA      | $99150.07     | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-115863.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YN2T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      276257 | PA      | $248270.77    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                            | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |       14965 | NS      | $5749702.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-61117.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D            | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    53813111 | NS      | $53791586.22  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                       | Hudson Pacific Properties Inc                                                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       13800 | NS      | $134274.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $89333.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        8695 | NS      | $680905.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      655000 | PA      | $511991.16    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      135000 | PA      | $98473.93     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31416CBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28211 | PA      | $29298.66     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $739.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                           | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        2900 | NS      | $181770.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                       | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |        3104 | NS      | $178103.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -3920000 | OU      | $-24662.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red Electrica Corp SA                               | Red Electrica Corp SA                                                           | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |        6554 | NS      | $113962.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOLAB INC                                          | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       30000 | PA      | $18787.76     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                            | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |        5100 | NS      | $165921.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      365000 | PA      | $360908.43    | 0.01%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Corp                                    | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        2340 | NS      | $98139.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      872915 | PA      | $711723.38    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21037.57     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      245952 | PA      | $206556.90    | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        2040 | NS      | $78948.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                 | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        1190 | NS      | $118190.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        8141 | NS      | $1950257.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                             | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |         260 | NS      | $59836.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies Inc                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        7911 | NS      | $1183881.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     2094000 | PA      | $1865542.80   | 0.05%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                               | Boston Properties Inc                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        1581 | NS      | $106843.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ING Groep NV                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       77311 | NS      | $941738.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                          | PACCAR Inc                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       16300 | NS      | $1613211.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                           | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |        8092 | NS      | $422641.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource Inc                                                        | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        4500 | NS      | $291960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                          | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |        6760 | NS      | $1449605.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30790.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       12459 | NS      | $409402.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                          | Samsung Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        6118 | NS      | $268538.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      240000 | PA      | $195092.78    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68920 | PA      | $63748.35     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAP7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       79810 | PA      | $79702.11     | 0.00%             | 2047-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                           | Argenx SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1636 | NS      | $619765.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43305.36     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1390305.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   464490000 | PA      | $319020.00    | 0.01%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                          | Fortescue Metals Group Ltd                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       61973 | NS      | $866206.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                      | Ford Auto Securitization Trust 2021-A                                           | CUSIP: 345213JP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      500000 | PA      | $333818.32    | 0.01%             | 2029-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | DEUTSCHE BANK AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $281462.86    | 0.01%             | 2025-04-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2017-BNK6                                                                  | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $106367.81    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                       | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       33984 | NS      | $2641236.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14844.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2076.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                       | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1675000 | PA      | $1484892.86   | 0.04%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                         | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      490000 | PA      | $445900.00    | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-535117.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51427.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |       16370 | NS      | $1359201.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corp                                         | Exelon Corp                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       42570 | NS      | $1840301.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        7122 | NS      | $1890321.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22730000 | OU      | $68069.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      440000 | PA      | $438267.36    | 0.01%             | 2026-04-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   139850000 | PA      | $970432.09    | 0.03%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2160.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8897.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   288900000 | PA      | $1900193.30   | 0.05%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        3320 | NS      | $341926.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldentree Loan Opportunities                       | GoldenTree Loan Opportunities IX Ltd                                            | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |      322347 | PA      | $319601.97    | 0.01%             | 2029-10-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $402385.11    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co                                                                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       41910 | NS      | $1649158.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-354307.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    18770000 | OU      | $4494.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                         | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        8010 | NS      | $2361988.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC. Discount 01-10-23                 | CROWN CASTLE INC. Discount 01-10-23                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2346490.86   | 0.07%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $70731.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $242306.25    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HubSpot Inc                                         | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         623 | NS      | $180127.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      713244 | PA      | $609464.06    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42579.97     | 0.00%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52216 | PA      | $51762.83     | 0.00%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-99670.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $109592.27    | 0.00%             | 2034-01-25      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14623.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                 | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       81000 | PA      | $77452.05     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      640000 | PA      | $610451.33    | 0.02%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                       | Mosaic Co/The                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       14390 | NS      | $631289.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      692000 | PA      | $664387.34    | 0.02%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-89784.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      220000 | PA      | $183672.50    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      219007 | PA      | $8112.97      | 0.00%             | 2026-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                   | CPPIB Capital Inc                                                               | CUSIP: 22411VAX6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1219000 | PA      | $1156105.33   | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                          | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |       87800 | NS      | $1982820.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                  | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |        7319 | NS      | $142001.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                              | Rockford Tower CLO 2018-2 Ltd                                                   | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     4288000 | PA      | $4209764.59   | 0.12%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                | Range Resources Corp                                                            | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1892022.32   | 0.05%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                           | Anchorage Capital CLO 21 Ltd                                                    | CUSIP: 03331KAA7<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7251738.00   | 0.20%             | 2034-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |         940 | NS      | $46464.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON GAS COMPANY                                  | Boston Gas Co                                                                   | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      632000 | PA      | $543535.48    | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-157654.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1120.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19459 | PA      | $18635.86     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Or                      | Hellenic Telecommunications Organization SA                                     | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        7322 | NS      | $114363.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       10672 | NS      | $948954.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       32000 | PA      | $21662.90     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $381448.17    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                             | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      270000 | PA      | $226428.75    | 0.01%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       11173 | NS      | $723675.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        9527 | NS      | $90315.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery                      | Hitachi Construction Machinery Co Ltd                                           | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |       57000 | NS      | $1270327.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                      | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155000 | PA      | $135655.46    | 0.00%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15523.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       73894 | NS      | $8150508.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $497577.41    | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $968121.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                        | Upstart Securitization Trust 2021-4                                             | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      524235 | PA      | $507470.55    | 0.01%             | 2031-09-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14512.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50953.52     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                          | Diageo PLC                                                                      | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        2122 | NS      | $378119.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies Holdings Inc                      | SS&C Technologies Holdings Inc                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       16600 | NS      | $864196.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      315000 | PA      | $262389.47    | 0.01%             | 2031-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2391.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      980000 | PA      | $974717.19    | 0.03%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      343000 | PA      | $185304.95    | 0.01%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        1350 | NS      | $42592.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -66 | NC      | $31227.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUERTO RICO CMWLTH                                  | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      711193 | PA      | $311300.57    | 0.01%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3065000 | PA      | $2473473.73   | 0.07%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                     | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       22350 | NS      | $167007.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200727.36    | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |         500 | NS      | $122290.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1040000 | PA      | $917611.15    | 0.03%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                            | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $935448.91    | 0.03%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    36010000 | OU      | $71171.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Corp                                            | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        1380 | NS      | $64418.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38992000 | PA      | $26727797.50  | 0.75%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58043.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $292679.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                               | Emaar Properties PJSC                                                           | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |       63297 | NS      | $100701.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                  | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1669000 | PA      | $297394.23    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      510000 | PA      | $472577.03    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | United States Treasury Bill                                                     | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21880000 | PA      | $21694383.42  | 0.61%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10852.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $50312.29     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        1290 | NS      | $64306.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eaton Corp PLC                                      | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |        7825 | NS      | $1228133.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                      | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $262071.12    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2002000 | PA      | $1969059.30   | 0.06%             | 2032-04-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $30819.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrun Inc                                          | Sunrun Inc                                                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |        7000 | NS      | $168140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                        | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7422.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                           | Pool Corp                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         165 | NS      | $49884.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q7QD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217876 | PA      | $201940.11    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         350 | NS      | $63350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                              | Berry Global Group Inc                                                          | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       14700 | NS      | $888321.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                         | American Airlines Group Inc                                                     | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2800 | NS      | $35616.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UBS Securities LLC                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13422.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Euro-BTP Italian Bond                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -108 | NC      | $922535.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      770000 | PA      | $672527.12    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                        | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1080 | NS      | $41126.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       22268 | NS      | $1772532.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                            | OZLM IX Ltd                                                                     | CUSIP: 67109KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $9741198.00   | 0.27%             | 2031-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2341.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                     | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |      518403 | PA      | $455956.88    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        3996 | NS      | $645433.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO 2018-1 Ltd                                                        | CUSIP: 94950JAA9<br>LEI: 25490019KM1XIY7M0487 | Long             | ABS-CBDO         | CORP              | KY        |     2504000 | PA      | $2451625.08   | 0.07%             | 2031-07-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1220 | NS      | $156257.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                             | Wintrust Financial Corp                                                         | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |         688 | NS      | $58149.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       12067 | NS      | $298416.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                           | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      765000 | PA      | $572795.13    | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1175000 | PA      | $659389.00    | 0.02%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        8430 | NS      | $981167.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                      | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        6365 | NS      | $4631767.72   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123176.40    | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $727.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       17452 | NS      | $2361593.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2317000 | PA      | $2017594.20   | 0.06%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14776.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       77000 | PA      | $51530.45     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1720 | NS      | $882308.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        9909 | NS      | $694719.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings Inc                                                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        4579 | NS      | $481665.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      246943 | PA      | $222146.75    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        9330 | NS      | $1615956.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                               | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   859550000 | PA      | $6582412.81   | 0.19%             | 2024-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XBFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      413335 | PA      | $367331.67    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24              | SFE 3 YEAR AUSTRALIAN BOND                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         -12 | NC      | $11687.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      396000 | PA      | $390326.47    | 0.01%             | 2031-04-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      105000 | PA      | $122282.65    | 0.00%             | 2026-12-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                         | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      425000 | PA      | $302437.46    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-26113.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                    | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       36100 | NS      | $966036.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117633.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 3617U2BL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      320528 | PA      | $266183.18    | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |        1258 | NS      | $42780.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                           | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       62701 | NS      | $168971.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                       | Credicorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | PE        |         633 | NS      | $85872.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33957.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                           | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $186287.50    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      101000 | PA      | $87695.68     | 0.00%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16500.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1859 | NS      | $308054.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-726.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      425000 | PA      | $414543.95    | 0.01%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $481930.00    | 0.01%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134231.51    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      373000 | PA      | $339027.76    | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                           | Opendoor Technologies Inc                                                       | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      250600 | NS      | $290696.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                              | Valmont Industries Inc                                                          | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        1900 | NS      | $628273.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      661000 | PA      | $530700.51    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $58428.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7593.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    22170000 | OU      | $92091.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                             | IMCD NV                                                                         | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | EC               | CORP              | NL        |         962 | NS      | $137605.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     2185000 | PA      | $989875.21    | 0.03%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47994 | PA      | $50028.11     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        5188 | NS      | $356052.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enel SpA                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      319055 | NS      | $1715923.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                      | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      160000 | PA      | $182096.06    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8822.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      290000 | PA      | $301902.62    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BONOS TESORERIA PESOS                               | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   115000000 | PA      | $109647.69    | 0.00%             | 2033-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                          | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        1535 | NS      | $786211.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24419 | PA      | $23844.89     | 0.00%             | 2030-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       11320 | NS      | $604601.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       27360 | NS      | $291921.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                         | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        1990 | NS      | $296589.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1001293.13   | 0.03%             | 2039-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $336618.20    | 0.01%             | 2030-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                           | Power Assets Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |       24000 | NS      | $131171.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50583.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                          | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      145000 | PA      | $135092.46    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDRV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      551134 | PA      | $470612.75    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                        | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |        3010 | NS      | $86567.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7687.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2300000 | PA      | $1266957.06   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                        | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       11600 | NS      | $295878.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22170000 | OU      | $-28403.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                           | Caesars Entertainment Inc                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |         920 | NS      | $38272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16801.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                           | Orkla ASA                                                                       | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       10928 | NS      | $78871.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.HY.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    -3920000 | OU      | $-14435.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         316 | NS      | $172662.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| South32 Ltd                                         | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       62436 | NS      | $171176.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        7573 | NS      | $1753679.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLP Trust                                          | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $154877.37    | 0.00%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HIGH YIELD BOND PORT                                | AST HIGH YIELD BOND PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: 549300PINZDPHVMK2484 | Long             | EC               | RF                | US        |     1316864 | NS      | $14472332.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        2670 | NS      | $406961.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91140.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6207.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7659.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QRW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57124 | PA      | $54777.11     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      875000 | PA      | $695432.09    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Principal Financial Group Inc                       | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        1080 | NS      | $90633.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      594000 | PA      | $567869.63    | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $538389.64    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                           | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       30997 | NS      | $3580445.92   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                           | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       95844 | NS      | $2701920.68   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39994.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16126.30     | 0.00%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43759.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22235.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1211.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2675.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                      | Charles River Laboratories International Inc                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         210 | NS      | $45759.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      118000 | PA      | $106556.96    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                               | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        2535 | NS      | $328662.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32861.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                  | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |     1165000 | PA      | $827019.11    | 0.02%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                   | XPO LOGISTICS INC                                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        7000 | NS      | $233030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HESS CORP                                           | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       70000 | PA      | $76085.51     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BVRT_21-4F                                          | BVRT_21-4F                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377760 | PA      | $375871.61    | 0.01%             | 2026-09-12      | Floating      | 2.05%                 | No            |                  3 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      145000 | PA      | $113890.29    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                            | PVH Corp                                                                        | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |        7700 | NS      | $543543.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1084148 | PA      | $920610.52    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      940000 | PA      | $975269.07    | 0.03%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       55000 | PA      | $38224.96     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      522000 | PA      | $516632.85    | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4560000 | PA      | $4651200.00   | 0.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain Fuji US Clo II Ltd                                                 | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5932268.40   | 0.17%             | 2030-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $39449.11     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419ABL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19814 | PA      | $20494.88     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                              | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1000000 | PA      | $922500.00    | 0.03%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                           | Aflac Inc                                                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        2590 | NS      | $186324.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2682.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12014.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      519000 | PA      | $492238.86    | 0.01%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |        3033 | NS      | $159566.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Corp                                       | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       80200 | NS      | $1333171.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                   | Montreal Exchange 10 Year Canadian Bond                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -16 | NC      | $560.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         280 | NS      | $59337.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                       | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        6283 | NS      | $1676555.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                        | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        1520 | NS      | $590132.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      103217 | NS      | $5288839.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        5300 | NS      | $1485007.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXX LTD                                                    | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |     1712977 | PA      | $1691120.02   | 0.05%             | 2029-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        3750 | NS      | $365175.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos CLO Ltd                                       | Telos CLO 2013-4 Ltd                                                            | CUSIP: 87974HAS0<br>LEI: 635400UODWAQKOLDKL79 | Long             | ABS-CBDO         | CORP              | KY        |     1642251 | PA      | $1617057.01   | 0.05%             | 2030-01-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10454000 | PA      | $9892097.50   | 0.28%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67947 | PA      | $65141.71     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        2074 | NS      | $363178.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49819 | PA      | $46713.77     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $30051.75     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    17220000 | OU      | $3005.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                  | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |    68194950 | NS      | $671038303.38 | 18.88%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $129301.20    | 0.00%             | 2033-08-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Kalbe Farma Tbk PT                                  | Kalbe Farma Tbk PT                                                              | CUSIP: 000000000<br>LEI: 529900PRQI8S32HOE387 | Long             | EC               | CORP              | ID        |      360100 | NS      | $48342.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17540.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |      872000 | PA      | $624100.09    | 0.02%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                      | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       88800 | NS      | $807728.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18219.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1525000 | PA      | $735812.50    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BWJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20448 | PA      | $19561.18     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138AUGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17525 | PA      | $17373.02     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54659.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      923000 | PA      | $845354.49    | 0.02%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       43790 | NS      | $7735503.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       85000 | PA      | $90007.52     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1677.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                              | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      500000 | PA      | $423931.65    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      554686 | PA      | $514683.19    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $112299.80    | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       30737 | NS      | $1011247.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      268000 | PA      | $201761.89    | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-152039.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-107167.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      122617 | NS      | $4061075.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EPWN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204559 | PA      | $184405.64    | 0.01%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26442.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8142.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                         | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |        2306 | NS      | $204161.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                              | Howard Hughes Corp/The                                                          | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |         882 | NS      | $67402.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1162161.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS&FRAGRANC 0 CP 19/01/2023      | INTERNATIONAL FLAVORS&FRAGRANC 0 CP 19/01/2023                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1645738.41   | 0.05%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services Inc                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         270 | NS      | $38040.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       65000 | PA      | $76362.01     | 0.00%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $445650.45    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                         | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        2470 | NS      | $116880.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50688.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $715585.21    | 0.02%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7846.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2675.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                      | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337027 | PA      | $311532.79    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      624000 | PA      | $424875.17    | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-28329.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20680000 | OU      | $-28339.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Syneos Health Inc                                   | Syneos Health Inc                                                               | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |        7300 | NS      | $267764.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       55000 | PA      | $41467.13     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      245000 | PA      | $208272.83    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                          | Copart Inc                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        1840 | NS      | $112037.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155147 | PA      | $138384.60    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13344.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5770.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      195540 | PA      | $182256.81    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6915 | PA      | $7178.59      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                           | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1160 | NS      | $108030.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $826.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1348000 | PA      | $1315062.04   | 0.04%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2009.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                      | CUSIP: 61762DAV3<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |       86924 | PA      | $86622.83     | 0.00%             | 2046-05-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $61049.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp                                           | Esab Corp                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       13100 | NS      | $614652.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                            | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        1590 | NS      | $53789.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912833Z60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      840000 | PA      | $445725.00    | 0.01%             | 2038-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                          | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        8396 | NS      | $2781930.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-108731.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                      | Broadridge Financial Solutions Inc                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         490 | NS      | $65723.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       15000 | PA      | $12223.89     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-668.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                           | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |        1966 | NS      | $233762.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      140000 | PA      | $114810.06    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26293.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        7850 | NS      | $1065637.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                    | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       25860 | NS      | $1182060.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                              | Rockford Tower CLO 2021-3 Ltd                                                   | CUSIP: 77341NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7306304.25   | 0.21%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Shimano Inc                                         | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |        1000 | NS      | $158018.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       75810 | NS      | $6726621.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        4450 | NS      | $262550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2687.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar AS                           | BIM Birlesik Magazalar AS                                                       | CUSIP: 000000000<br>LEI: 7890001GCDJQD8DJKE29 | Long             | EC               | CORP              | TR        |       13865 | NS      | $101323.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7890.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YD4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7744 | PA      | $7260.93      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                   | Trimaran Cavu 2021-1 Ltd                                                        | CUSIP: 89624NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3332549.78   | 0.09%             | 2032-04-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |         620 | NS      | $51385.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $183522.00    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-37399.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bezeq The Israeli Telecommunic                      | Bezeq The Israeli Telecommunication Corp Ltd                                    | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |       70912 | NS      | $121650.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77186 | PA      | $74106.36     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         275 | NC      | $-396820.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6294.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1458214.94   | 0.04%             | 2025-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16863.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6715.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruma SAB de CV                                     | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |        5933 | NS      | $79258.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                              | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      274549 | NS      | $1584131.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd                                  | Kyowa Kirin Co Ltd                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |        3900 | NS      | $89325.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34608.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                              | Advance Auto Parts Inc                                                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        1565 | NS      | $230101.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC BANK PLC                                       | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67774.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         365 | NS      | $164841.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                              | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       85300 | NS      | $2159079.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23109.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67626 | PA      | $60530.28     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                             | Toromont Industries Ltd                                                         | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |        2084 | NS      | $150389.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GRP                              | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      125000 | PA      | $90470.28     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                          | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       30931 | NS      | $1393441.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ENERGY TRADING LLC                            | QatarEnergy Trading LLC                                                         | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      200000 | PA      | $152912.50    | 0.00%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVI Ltd                                             | AVI Ltd                                                                         | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |       15007 | NS      | $66477.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                 | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        4620 | NS      | $147100.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        2233 | NS      | $938529.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                          | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       36859 | NS      | $14095987.37  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-MEAD                                        | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $591715.32    | 0.02%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |        2440 | NS      | $61170.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      935000 | PA      | $812115.93    | 0.02%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18993 | PA      | $17807.45     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1557.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2017-6 Ltd                                                        | CUSIP: 28622PAA1<br>LEI: 549300TLJB7OIA4JRG73 | Long             | ABS-CBDO         | CORP              | KY        |      592994 | PA      | $586404.41    | 0.02%             | 2029-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        1480 | NS      | $124083.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                   | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |        3900 | NS      | $194583.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      550000 | PA      | $519837.32    | 0.01%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |         770 | NS      | $61846.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2933.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      197000 | PA      | $137222.66    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1318474.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO                                          | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |     1429000 | PA      | $1467485.11   | 0.04%             | 2034-04-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                            | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $222084.11    | 0.01%             | 2026-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26307.72     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         175 | NS      | $56421.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       12860 | NS      | $2755898.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17974900 | PA      | $804385.19    | 0.02%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18353.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1385000 | PA      | $1124446.88   | 0.03%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19291.99     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      628000 | PA      | $426416.93    | 0.01%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                     | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |   545991641 | NS      | $545991640.62 | 15.36%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL INTL FINANCE LTD                            | Digicel International Finance Ltd                                               | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |     1162731 | PA      | $970880.79    | 0.03%             | 2024-05-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        2560 | NS      | $86195.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BY59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98522 | PA      | $94183.78     | 0.00%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                  | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       21418 | NS      | $1368231.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                            | Province of British Columbia Canada                                             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      322000 | PA      | $249332.99    | 0.01%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp                            | United States Steel Corp                                                        | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |        7000 | NS      | $175350.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5742.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                  | TSE Japanese 10 Year Bond s                                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |          -7 | NC      | $155819.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19840000 | OU      | $-1504.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XDA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      744775 | PA      | $636635.68    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41897 | PA      | $40077.76     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4045.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        2899 | NS      | $893645.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $260113.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         675 | NS      | $188068.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      379000 | PA      | $358783.88    | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tisco Financial Group PCL                           | Tisco Financial Group PCL                                                       | CUSIP: 000000000<br>LEI: 529900OOUQI3OWX2WU06 | Long             | EC               | CORP              | TH        |       38800 | NS      | $111113.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        2360 | NS      | $449556.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                             | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $232931.36    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2677648.57   | 0.08%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                            | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        3981 | NS      | $1107076.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                            | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       23080 | NS      | $1621370.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9670.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                      | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       26220 | NS      | $1658152.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -190 | NC      | $354773.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL EURO FINCO                                  | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1204969.42   | 0.03%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                      | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $326965.69    | 0.01%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GMO Payment Gateway Inc                             | GMO Payment Gateway Inc                                                         | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        1084 | NS      | $89645.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     2328000 | PA      | $1822137.01   | 0.05%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust 2021-1                                               | CUSIP: 33843WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170772 | PA      | $169899.25    | 0.00%             | 2025-06-16      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2060000 | PA      | $1254176.57   | 0.04%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                             | Maruti Suzuki India Ltd                                                         | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |        1350 | NS      | $136573.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $955001.70    | 0.03%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8914.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       16000 | PA      | $8987.42      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                  | Roche Holdings Inc                                                              | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      935000 | PA      | $800515.24    | 0.02%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                         | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       39900 | NS      | $925680.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3093000 | PA      | $2940920.16   | 0.08%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                    | Bellemeade Re 2020-3 Ltd                                                        | CUSIP: 07877KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301555 | PA      | $303365.49    | 0.01%             | 2030-10-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11230000 | PA      | $11230877.40  | 0.32%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $355539.39    | 0.01%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15486.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                        | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        2815 | NS      | $137625.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                   | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        3880 | NS      | $300971.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $543618.06    | 0.02%             | 2038-09-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27134.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1939.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |        2180 | NS      | $36798.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America, National Association               | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9805.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-35217.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                            | Israel Discount Bank Ltd                                                        | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       21860 | NS      | $114763.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken                       | Skandinaviska Enskilda Banken AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |       20856 | NS      | $240112.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36183V2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25195 | PA      | $22509.06     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7606.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software Inc                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        4210 | NS      | $1306405.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp                                                                       | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        1870 | NS      | $34034.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                             | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     7000000 | PA      | $968360.14    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24498.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of China Ltd                                   | Bank of China Ltd                                                               | CUSIP: 000000000<br>LEI: 54930053HGCFWVHYZX42 | Long             | EC               | CORP              | CN        |      155000 | NS      | $56099.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1320 | NS      | $316747.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica Inc                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |        3444 | NS      | $1103388.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAPITAL CORP                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       55000 | PA      | $65426.19     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co Ltd                           | Anhui Conch Cement Co Ltd                                                       | CUSIP: 000000000<br>LEI: 300300JVKW56SSAEQZ33 | Long             | EC               | CORP              | CN        |       17500 | NS      | $60978.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        3510 | NS      | $833028.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                          | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       21636 | NS      | $943545.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                         | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $957192.82    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      381000 | PA      | $449041.10    | 0.01%             | 2041-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $807323.94    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                         | Brenntag SE                                                                     | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        5234 | NS      | $333797.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                              | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $155414.35    | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                          | BYD Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |        5000 | NS      | $122669.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                            | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |     1000000 | PA      | $855200.81    | 0.02%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                         | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        2470 | NS      | $184780.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                   | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1377 | NS      | $120625.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10148.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      487000 | PA      | $247973.61    | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                       | Metropolitan Transportation Authority                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      160000 | PA      | $164555.70    | 0.00%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      180000 | PA      | $154064.04    | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $13610.31     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       39505 | NS      | $7136973.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $760837.22    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                      | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       16675 | NS      | $155904.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                              | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1762273.47   | 0.05%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      395000 | PA      | $460609.77    | 0.01%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL Discount 01-27-23               | GENERAL MOTORS FINL Discount 01-27-23                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $946349.15    | 0.03%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         658 | NS      | $1326054.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2021-Z2                                       | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      651421 | PA      | $623203.64    | 0.02%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                           | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        1400 | NS      | $71596.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                        | VeriSign Inc                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1300 | NS      | $267072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                            | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1459939.50   | 0.04%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $47413.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       60000 | PA      | $26709.38     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                         | Swisscom AG                                                                     | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |         324 | NS      | $177490.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     5384000 | PA      | $468109.15    | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495000 | PA      | $470084.08    | 0.01%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                          | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      285000 | PA      | $295321.50    | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-58331.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO STABILITY MECHANISM                            | European Stability Mechanism                                                    | CUSIP: 000000000<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | N/A       |      700000 | PA      | $665856.37    | 0.02%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co                                    | Sotera Health Co                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      112700 | NS      | $938791.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $474798.10    | 0.01%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        7950 | NS      | $1228593.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                        | China Construction Bank Corp                                                    | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      306000 | NS      | $191369.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QD2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344012 | PA      | $302598.37    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |       73999 | NS      | $458611.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5406834.86   | 0.15%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                    | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        4200 | NS      | $826235.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Inc                                     | Match Group Inc                                                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        1280 | NS      | $53107.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                               | East West Bancorp Inc                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1889 | NS      | $124485.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26560000 | PA      | $19969800.00  | 0.56%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      387000 | PA      | $340705.06    | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                    | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |        4800 | NS      | $77342.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $164475.00    | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      540000 | PA      | $435146.38    | 0.01%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                            | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       21000 | PA      | $16782.64     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                             | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      151766 | NS      | $1264029.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62520.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $327856.89    | 0.01%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                        | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |        9366 | NS      | $510783.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       10844 | NS      | $686750.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                    | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       77638 | NS      | $1490034.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp                                                                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        5000 | NS      | $1084300.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91789.61     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                            | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |      900000 | PA      | $873868.55    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                         | Hubbell Inc                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        5300 | NS      | $1243804.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      195000 | PA      | $183241.25    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1925.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | AUD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4915.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                             | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        1540 | NS      | $42519.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                          | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8671.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                     | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |       99495 | NS      | $21315808.80  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21557.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-164587.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                              | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       31855 | NS      | $1398975.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      435000 | PA      | $406329.11    | 0.01%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                         | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      930000 | PA      | $756575.65    | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         160 | NS      | $36908.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49953 | PA      | $46839.72     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     1149588 | PA      | $1131387.06   | 0.03%             | 2028-04-21      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1000 | NS      | $45530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       10224 | NS      | $1431360.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                      | SoFi Consumer Loan Program 2021-1 Trust                                         | CUSIP: 83407CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $181233.66    | 0.01%             | 2030-09-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19400.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                        | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        3350 | NS      | $215690.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $39824.54     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                          | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         600 | NS      | $166152.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2017-2 Ltd                                              | CUSIP: 05683HAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1483000 | PA      | $1422901.57   | 0.04%             | 2034-07-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $141329.63    | 0.00%             | 2025-06-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                         | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       31642 | NS      | $2863520.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                             | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |        1820 | NS      | $83822.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      244000 | PA      | $162094.39    | 0.00%             | 2053-06-22      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $288433.00    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       73211 | NS      | $1489918.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         830 | NS      | $88685.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26173.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp                                                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |         690 | NS      | $19630.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6327.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20861 | PA      | $20003.48     | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      305000 | PA      | $315905.02    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -20680000 | OU      | $-19295.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                       | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        1938 | NS      | $316418.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                        | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $400348.30    | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10894.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                   | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       64100 | NS      | $874487.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.               | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2735.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $134937.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                            | FMC Corp                                                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |         520 | NS      | $64896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       45304 | NS      | $6075266.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1509.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      129000 | PA      | $79167.61     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                   | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        2920 | NS      | $79044.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1157.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-121914.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                         | Ageas SA/NV                                                                     | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |        2886 | NS      | $128057.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      149000 | PA      | $122315.29    | 0.00%             | 2031-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                      | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      366499 | PA      | $334799.18    | 0.01%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                       | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        2300 | NS      | $332327.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       16747 | NS      | $1556801.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7240.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QP5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78032 | PA      | $70265.70     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                          | DaVita Inc                                                                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         220 | NS      | $16427.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      270000 | PA      | $212661.13    | 0.01%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      484000 | PA      | $463205.00    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39825.61     | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| APA Group                                           | APA Group                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        6504 | NS      | $47540.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      460000 | PA      | $304636.97    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31815000 | PA      | $22757667.19  | 0.64%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2080000 | PA      | $1805303.22   | 0.05%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                 | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      779000 | PA      | $640680.85    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   593060000 | PA      | $418482.57    | 0.01%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XGBE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      479682 | PA      | $411548.00    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-450678.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4983.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35293 | PA      | $32741.68     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82842.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $305585.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                   | Montreal Exchange 5 Year Canadian Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -6 | NC      | $3189.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks Inc                                                             | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        9360 | NS      | $1135836.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2860000 | PA      | $2625799.13   | 0.07%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2544.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5175.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5964.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7665.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                          | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        2200 | NS      | $338008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-371.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1935000 | PA      | $1576466.57   | 0.04%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92233 | PA      | $88479.56     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                        | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     1077000 | NS      | $628147.60    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27996.45     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       49048 | NS      | $1649974.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                       | DR Horton Inc                                                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        1360 | NS      | $121230.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      680000 | PA      | $671681.52    | 0.02%             | 2034-05-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        1415 | NS      | $1020908.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      580000 | PA      | $575109.75    | 0.02%             | 2026-10-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                            | Coty Inc                                                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       15000 | NS      | $128400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers Inc                                   | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        2663 | NS      | $132936.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $517324.02    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9189.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-64623.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solvay SA                                           | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |        7749 | NS      | $783470.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       46000 | PA      | $43475.47     | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                        | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        9550 | NS      | $783195.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    90400000 | PA      | $765455.39    | 0.02%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32052.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                        | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         270 | NS      | $33766.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -171 | NC      | $1519479.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       16821 | NS      | $1374948.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                      | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        3090 | NS      | $485099.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       19338 | NS      | $2508331.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23469 | PA      | $20967.02     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                      | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         272 | NS      | $161124.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         480 | NS      | $53702.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                       | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18247.89     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1630000 | PA      | $649580.48    | 0.02%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65120.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      401000 | PA      | $215907.62    | 0.01%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1114.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       13380 | NS      | $214749.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                        | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $10406463.17  | 0.29%             | 2032-01-17      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                      | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       18920 | NS      | $1914893.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                 | WiseTech Global Ltd                                                             | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |        3900 | NS      | $134130.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                   | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      108380 | NS      | $2502714.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3211.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-167919.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $216906.42    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                       | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        1400 | NS      | $46942.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-964949.73   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        2960 | NS      | $97117.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       16660 | NS      | $1022091.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                             | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        1380 | NS      | $53447.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1209000 | PA      | $912487.57    | 0.03%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                           | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |       13000 | NS      | $142647.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $165230.00    | 0.00%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22730000 | OU      | $-62400.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        6380 | NS      | $454383.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                      | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      290000 | PA      | $255148.82    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                          | Affirm Asset Securitization Trust 2022-X1                                       | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210472 | PA      | $204614.80    | 0.01%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1246.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                      | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       66433 | NS      | $787124.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      320000 | PA      | $224155.31    | 0.01%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                         | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       32939 | NS      | $1346948.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2480000 | PA      | $1185266.40   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      482000 | PA      | $281834.34    | 0.01%             | 2051-09-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      874000 | PA      | $788673.45    | 0.02%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       43928 | NS      | $5183504.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Voltronic Power Technology Cor                      | Voltronic Power Technology Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        2000 | NS      | $100343.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alaska Air Group Inc                                | Alaska Air Group Inc                                                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       13920 | NS      | $597724.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-399.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      250000 | PA      | $202308.67    | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |       22121 | NS      | $1182588.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $24579.51     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113458 | PA      | $96469.68     | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                      | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        4754 | NS      | $352699.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1120539.90   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                            | Lamb Weston Holdings Inc                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       16598 | NS      | $1483197.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2727 | NC      | $-1532801.86  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                              | Penn Entertainment Inc                                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1898 | NS      | $56370.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC.                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32633.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                           | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       29600 | NS      | $897676.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $381945.88    | 0.01%             | 2039-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78619 | PA      | $77098.11     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1575000 | PA      | $1297070.28   | 0.04%             | 2032-06-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      378854 | PA      | $341342.08    | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                             | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |       29800 | NS      | $415361.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4779659.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                           | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |       18612 | NS      | $350772.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                        | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |       85570 | NS      | $998901.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                   | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      193000 | PA      | $149799.63    | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                    | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |         400 | NS      | $42104.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1060 | NS      | $198739.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42092 | PA      | $41248.85     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227208.70    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       14110 | NS      | $1310113.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17969.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7481.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd                                           | Bunge Ltd                                                                       | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |        4100 | NS      | $409057.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        6017 | NS      | $342603.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      731000 | PA      | $894647.83    | 0.03%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC   | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2576.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                      | Norwegian Cruise Line Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1810 | NS      | $22154.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch Mortgage Investo                      | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15622 | PA      | $15025.98     | 0.00%             | 2035-01-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     5785000 | PA      | $5410743.41   | 0.15%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7929 | PA      | $7599.86      | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Hol                      | Laboratory Corp of America Holdings                                             | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |         390 | NS      | $91837.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2009.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                             | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      455000 | PA      | $477261.30    | 0.01%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                           | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |       12637 | NS      | $120422.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                            | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         165 | NS      | $46016.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                             | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       20792 | NS      | $633688.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        8580 | NS      | $1491547.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate                       | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $890504.06    | 0.03%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                 | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      836000 | PA      | $182800.27    | 0.01%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $68660.67     | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                               | iA Financial Corp Inc                                                           | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        1502 | NS      | $87934.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        7490 | NS      | $954975.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2108.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41403.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       31300 | NS      | $2719344.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82508 | PA      | $79029.69     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $852948.55    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                      | Americredit Automobile Receivables Trust 2019-2                                 | CUSIP: 03066KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134569 | PA      | $133233.42    | 0.00%             | 2025-04-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        1645 | NS      | $145566.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $123887.19    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      950000 | PA      | $543416.03    | 0.02%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                               | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |       19118 | NS      | $679378.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                             | NVR Inc                                                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          12 | NS      | $55350.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                              | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         510 | NS      | $70548.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      532000 | PA      | $446883.59    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                      | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        1539 | NS      | $97695.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       30643 | NS      | $2855621.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                           | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       27100 | NS      | $578920.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3919.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                           | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       44670 | NS      | $5502450.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13053.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insuranc                      | Samsung Fire & Marine Insurance Co Ltd                                          | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |        1088 | NS      | $172165.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      320000 | PA      | $246080.34    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      650000 | PA      | $513645.03    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NTT                                                 | Nippon Telegraph & Telephone Corp                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |        2800 | NS      | $79851.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      461000 | NC      | $3532.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                                          | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        1030 | NS      | $64817.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10353.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22970.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1003709.97   | 0.03%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Carnival Corp                                       | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        4670 | NS      | $37640.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Martin Marietta Materials Inc                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         260 | NS      | $87872.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XFPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      743518 | PA      | $633093.63    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        4100 | NS      | $840049.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       13870 | NS      | $455768.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                         | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        1000 | NS      | $36540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XA6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237831 | PA      | $212146.15    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                           | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         410 | NS      | $52443.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                            | Horizon Therapeutics Plc                                                        | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |       13200 | NS      | $1502160.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                       | Dollarama Inc                                                                   | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        1046 | NS      | $61176.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9187.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      709000 | PA      | $616183.68    | 0.02%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13101.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        3850 | NS      | $369831.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-90062.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2300000 | PA      | $2403880.50   | 0.07%             | 2023-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      435000 | PA      | $369833.20    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                      | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      300000 | PA      | $293658.03    | 0.01%             | 2034-04-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2019-2                                    | CUSIP: 96041LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      760000 | PA      | $756929.75    | 0.02%             | 2025-04-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Whitbread PLC                                       | Whitbread PLC                                                                   | CUSIP: 000000000<br>LEI: 21380099VMZKRMN3EX36 | Long             | EC               | CORP              | GB        |        5994 | NS      | $185325.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1985000 | PA      | $779105.37    | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                 | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       60132 | NS      | $1196421.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3024987.96   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2040.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-24585.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      369000 | PA      | $304645.14    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         660 | NS      | $68725.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                           | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        5173 | NS      | $1358636.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5946.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                           | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       24039 | NS      | $382629.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                          | Tosoh Corp                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |       70200 | NS      | $834792.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      272491 | PA      | $268722.63    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2014-1 Ltd                                                    | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     1146000 | PA      | $1134454.97   | 0.03%             | 2031-01-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $885.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                           | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        1920 | NS      | $126144.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                            | Microchip Technology Inc                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1468294.03   | 0.04%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline Inc                                                                   | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34149.50     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-241464.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                    | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |     2859000 | PA      | $2962581.46   | 0.08%             | 2031-04-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       30000 | PA      | $23619.48     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIGMA ALIMENTOS SA                                  | Sigma Alimentos SA de CV                                                        | CUSIP: 000000000<br>LEI: 549300FW3RGHPHT21D10 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $189162.50    | 0.01%             | 2026-05-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                 | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      200000 | PA      | $113640.95    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248000.92    | 0.01%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| BELLIS FINCO PLC                                    | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     1372000 | PA      | $1206821.96   | 0.03%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spirax-Sarco Engineering PLC                        | Spirax-Sarco Engineering PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |        1085 | NS      | $138587.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $261155.26    | 0.01%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                    | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       21898 | NS      | $577716.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13088.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66979.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      212652 | PA      | $204168.40    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                 | Province of Alberta Canada                                                      | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      806000 | PA      | $559330.66    | 0.02%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Investor AB                                         | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |        8208 | NS      | $152707.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $67117.48     | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97496.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6971 | PA      | $6668.86      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1146817.85   | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                  | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     6035000 | PA      | $479774.24    | 0.01%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                             | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      263000 | PA      | $214895.24    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                             | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       45000 | PA      | $48160.38     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6540.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        5155 | NS      | $2001531.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries Inc                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        7703 | NS      | $968575.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277029.79    | 0.01%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1825943.96   | 0.05%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $331504.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2059000 | PA      | $2116833.44   | 0.06%             | 2024-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       62926 | NS      | $2479284.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40707.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24897.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica Inc                                        | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         590 | NS      | $39441.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60488.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt                      | HPS Loan Management 6-2015 Ltd                                                  | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |      380400 | PA      | $376103.78    | 0.01%             | 2031-02-05      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Yamato Holdings Co Ltd                              | Yamato Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       11600 | NS      | $183816.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                   | CPPIB Capital Inc                                                               | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |     1681000 | PA      | $1579806.45   | 0.04%             | 2027-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                             | Dana Financing Luxembourg Sarl                                                  | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $132468.75    | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                              | Mondelez International Inc                                                      | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      460000 | PA      | $452419.37    | 0.01%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5100.98      | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                      | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LAJ6<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |     7515000 | PA      | $7374623.56   | 0.21%             | 2032-10-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        2480 | NS      | $398387.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3013.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                           | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       30393 | NS      | $74853.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1643.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2267000 | PA      | $1972552.05   | 0.06%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                      | Westlake Automobile Receivables Trust 2021-2                                    | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $323379.65    | 0.01%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                 | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3432000 | PA      | $3306123.51   | 0.09%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   133550000 | PA      | $790639.91    | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       14570 | NS      | $604217.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FTAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77830 | PA      | $74404.12     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       24315 | NS      | $7510903.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43408 | PA      | $40313.86     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $30063.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $104505.52    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LCH LIMITED                                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16318.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        6030 | NS      | $344855.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON                                          | CON EDISON                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3140199.31   | 0.09%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31293 | PA      | $29913.93     | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $143837.48    | 0.00%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8585.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $16855.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46336.15     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                         | Waters Corp                                                                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         255 | NS      | $87357.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4224.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                         | TCW CLO 2019-2 Ltd                                                              | CUSIP: 87242BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12273487.50  | 0.35%             | 2032-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179QJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114001 | PA      | $114691.92    | 0.00%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2850.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      515000 | PA      | $463772.28    | 0.01%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEVJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160005 | PA      | $1373.57      | 0.00%             | 2024-09-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8287 | PA      | $7540.09      | 0.00%             | 2030-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                        | Avangrid Inc                                                                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       19200 | NS      | $825216.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SINOPEC CORP                                        | China Petroleum & Chemical Corp                                                 | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |      360000 | NS      | $173452.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      225000 | PA      | $216124.05    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      242000 | PA      | $211999.58    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      200000 | PA      | $163283.77    | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         719 | NS      | $997605.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24682.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap-on Inc                                         | Snap-on Inc                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         250 | NS      | $57122.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21511.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                              | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      324000 | PA      | $170118.80    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XEC77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199994 | PA      | $183627.29    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Shenhua Energy Co Ltd                         | China Shenhua Energy Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |       41000 | NS      | $118107.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                            | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1022929.63   | 0.03%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                      | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       17858 | NS      | $390911.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NTT FINANCE CORP                                    | NTT Finance Corp                                                                | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2325000 | PA      | $2306847.10   | 0.06%             | 2023-03-03      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       13770 | NS      | $1058499.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14880.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4243.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10612.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                 | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       68000 | PA      | $47647.36     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                         | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2794138.44   | 0.08%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                         | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        1170 | NS      | $114461.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                          | Lattice Semiconductor Corp                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       12300 | NS      | $798024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Inc                                | Transcontinental Inc                                                            | CUSIP: 893578104<br>LEI: 549300C86G4JLR01YF53 | Long             | EC               | CORP              | CA        |        4963 | NS      | $56007.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9597.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | Boston Scientific Corp                                                          | CUSIP: 000000000<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      355000 | PA      | $326423.44    | 0.01%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                    | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |         800 | NS      | $81906.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                            | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    12683000 | PA      | $434049.90    | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10543.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       17084 | NS      | $2167276.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      220000 | PA      | $178428.51    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                            | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      447600 | NS      | $1394442.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                     | Oaktree CLO 2019-1 Ltd                                                          | CUSIP: 67401XAS0<br>LEI: 549300BJ8TRWJ20BLC43 | Long             | ABS-CBDO         | CORP              | KY        |    17750000 | PA      | $17296462.65  | 0.49%             | 2030-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2088.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1123172.48   | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $601377.92    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Westrock Co                                         | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       30090 | NS      | $1057964.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                            | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |         393 | NS      | $545582.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17793.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                 | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        4720 | NS      | $395488.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                       | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      825000 | PA      | $633038.42    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                      | University of California                                                        | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      465000 | PA      | $366533.54    | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                    | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       14843 | NS      | $4664228.04   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                                 | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5810000 | PA      | $5641826.06   | 0.16%             | 2034-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | CDS REPUBLIC OF POLAND                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $2102.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      745000 | PA      | $652563.61    | 0.02%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6448.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1745000 | PA      | $1417812.50   | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WINTERSHALL DEA FINANCE                             | Wintershall Dea Finance BV                                                      | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $236500.67    | 0.01%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp                                                                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        4010 | NS      | $915603.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         878 | NC      | $-2913879.85  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -36010000 | OU      | $-19753.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43488.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                           | Chesapeake Funding II LLC                                                       | CUSIP: 165183CP7<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      492118 | PA      | $484348.30    | 0.01%             | 2033-04-15      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      404870 | PA      | $341732.30    | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       42100 | NS      | $6380676.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                             | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |         680 | NS      | $57324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto Ltd                                       | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |        4629 | NS      | $365346.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                    | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        1600 | NS      | $377040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                    | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1004932.46   | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         300 | NS      | $179574.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Edison Inc                             | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1520 | NS      | $144871.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2715.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                    | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       66144 | NS      | $915960.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                            | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      574000 | PA      | $577030.40    | 0.02%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPG Trust                                           | OPG Trust 2021-PORT                                                             | CUSIP: 67118AAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1919048 | PA      | $1774671.08   | 0.05%             | 2036-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                  | Nibe Industrier AB                                                              | CUSIP: 000000000<br>LEI: 549300ZQH0FIF1P0MX67 | Long             | EC               | CORP              | SE        |       20829 | NS      | $194413.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                  | Republic of Poland Government International Bond                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      180000 | PA      | $184037.40    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15402.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1208107.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |         621 | NS      | $202421.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      820000 | PA      | $324380.47    | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      765000 | PA      | $664235.16    | 0.02%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -29 | NC      | $743246.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13299.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                          | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        4200 | NS      | $205632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                           | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      238000 | PA      | $227722.86    | 0.01%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                 | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |      252000 | PA      | $173023.46    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                         | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         590 | NS      | $142951.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106181 | PA      | $95335.36     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      661000 | PA      | $618876.59    | 0.02%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                            | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     5245000 | PA      | $5140903.48   | 0.14%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      276409 | PA      | $226121.96    | 0.01%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                      | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144164 | PA      | $135701.82    | 0.00%             | 2034-10-17      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                   | Brown & Brown Inc                                                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        1140 | NS      | $64945.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   900950000 | PA      | $6860423.96   | 0.19%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Can                      | Constellation Software Inc/Canada                                               | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         118 | NS      | $184229.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                       | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       15280 | NS      | $328661.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                     | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       42800 | NS      | $1389493.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251037.52    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OSG Corp                                            | OSG Corp                                                                        | CUSIP: 000000000<br>LEI: 353800IWJAOVAFO6X450 | Long             | EC               | CORP              | JP        |        8200 | NS      | $112277.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings Inc                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         265 | NS      | $26674.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       29450 | NS      | $4303823.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                      | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |       86525 | NS      | $352156.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22156.25     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                             | Volkswagen Leasing GmbH                                                         | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      280000 | PA      | $298935.14    | 0.01%             | 2023-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       13100 | NS      | $1950459.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | HUF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21771.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                              | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     3571000 | PA      | $3279315.08   | 0.09%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                  | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |       21900 | NS      | $499517.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                | BlueMountain CLO 2016-2 Ltd                                                     | CUSIP: 09628WAW2<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |    18000000 | PA      | $17666469.01  | 0.50%             | 2032-08-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                  | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      840000 | PA      | $668563.98    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $78006.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-23802.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1397966.42   | 0.04%             | 2027-01-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2610 | NS      | $77360.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID GAS PLC                               | National Grid Gas PLC                                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      275000 | PA      | $216115.87    | 0.01%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39734 | PA      | $38841.10     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3059406 | PA      | $106315.57    | 0.00%             | 2026-03-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        9927 | NS      | $2462987.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      390000 | PA      | $374534.04    | 0.01%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                             | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3190000 | PA      | $3096061.00   | 0.09%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1578000000 | PA      | $101238.32    | 0.00%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                        | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |        7259 | NS      | $60572.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp International/US                       | Service Corp International/US                                                   | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        6959 | NS      | $481145.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                            | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       59427 | NS      | $1073465.42   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      326243 | PA      | $274252.63    | 0.01%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-149281.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        3463 | NS      | $1007733.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HOLDINGS LTD                                | Tencent Holdings Ltd                                                            | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $141750.00    | 0.00%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                      | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |       77557 | NS      | $11761519.05  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                            | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       22269 | NS      | $130483.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | MUN               | JP        |   429550000 | PA      | $3271114.24   | 0.09%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                       | Timken Co/The                                                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |        7200 | NS      | $508824.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-605376.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM VI Ltd                                                                     | CUSIP: 67108LAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7041245 | PA      | $6881056.28   | 0.19%             | 2031-04-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                               | Spark New Zealand Ltd                                                           | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |       31860 | NS      | $109081.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85891 | PA      | $82149.78     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12994243 | PA      | $189624.99    | 0.01%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1810000 | PA      | $1491593.31   | 0.04%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      334880 | PA      | $300166.43    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 2 Year Euro SCHATZ                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -292 | NC      | $401596.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                     | Sealed Air Corp                                                                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |         610 | NS      | $30426.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      441000 | PA      | $411504.37    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $51425.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                               | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      170000 | PA      | $187281.75    | 0.01%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        8968 | NS      | $1481692.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11919.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140MYAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496481 | PA      | $490447.25    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                      | Barings Clo Ltd 2020-IIII                                                       | CUSIP: 06762CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      780000 | PA      | $764277.54    | 0.02%             | 2033-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1538942 | PA      | $87617.99     | 0.00%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2311607.01   | 0.07%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                    | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $2023098.03   | 0.06%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        5961 | NS      | $2899966.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74903 | PA      | $74337.27     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         615 | NS      | $230698.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                        | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       17970 | NS      | $677469.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3687.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       52381 | NS      | $1883603.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                        | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      500000 | PA      | $560650.56    | 0.02%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                           | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      495000 | PA      | $489796.09    | 0.01%             | 2026-01-26      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3275000 | PA      | $1374732.44   | 0.04%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4697.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      700000 | PA      | $579305.23    | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $1215736.83   | 0.03%             | 2026-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                           | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1320000 | PA      | $185292.47    | 0.01%             | 2025-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10630000 | PA      | $4785991.46   | 0.13%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       37000 | PA      | $27316.45     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-445380.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6809.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                        | Sumitomo Metal Mining Co Ltd                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |        3700 | NS      | $130013.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2497.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   596920000 | PA      | $336814.66    | 0.01%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                      | Pinnacle Financial Partners Inc                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        3215 | NS      | $235981.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| THYSSENKRUPP AG                                     | thyssenkrupp AG                                                                 | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |     4180000 | PA      | $4452108.60   | 0.13%             | 2023-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                       | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |         470 | NS      | $34700.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2JQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54335 | PA      | $52633.72     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24              | SFE 10 YEAR AUSTRALIAN BOND                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          15 | NC      | $-65802.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1360 | NS      | $127513.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33762.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       27242 | NS      | $1815679.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6351.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $110925.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       87670 | NS      | $3619894.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                              | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 000000000<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |      850000 | PA      | $885368.79    | 0.02%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25247.96     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |        2140 | NS      | $38498.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1065460.40   | 0.03%             | 2038-06-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $275585.16    | 0.01%             | 2038-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3654.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parallel Ltd                                        | Parallel 2020-1 Ltd                                                             | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      806000 | PA      | $780021.57    | 0.02%             | 2034-07-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        4563 | NS      | $674183.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                             | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |       61896 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       21251 | NS      | $11266855.18  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        3240 | NS      | $1061877.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL-CAP GROWTH                                    | AST SMALL-CAP GROWTH PORTFOLIO                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |      422122 | NS      | $25158449.03  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA INTL BV                                   | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $856028.70    | 0.02%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions Inc                                                          | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |         700 | NS      | $63791.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         180 | NS      | $63649.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-60584.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      670000 | PA      | $781533.53    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1081118.36   | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                            | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      169000 | PA      | $114444.62    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        2660 | NS      | $168723.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37686.12     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                           | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |       43000 | NS      | $257606.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-240979.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                      | CUSIP: 034863AT7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $775396.88    | 0.02%             | 2027-09-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| AMEREN ILLINOIS CO                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      105000 | PA      | $115491.13    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                        | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        1989 | NS      | $332513.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-27245.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                              | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10    | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15798 | PA      | $15116.19     | 0.00%             | 2034-10-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                            | Adtalem Global Education Inc                                                    | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |      190258 | PA      | $188491.02    | 0.01%             | 2028-08-12      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34100.98     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                            | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1262000 | PA      | $1304237.69   | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205265 | PA      | $174811.77    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                            | Howden Joinery Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800KC1LJOJTY3JP45 | Long             | EC               | CORP              | GB        |       17681 | NS      | $119388.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |         910 | NS      | $128710.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                            | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       19970 | NS      | $1017870.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62604.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21166.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14483.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         200 | NS      | $21134.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      125000 | PA      | $74709.08     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                      | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      331014 | PA      | $337378.77    | 0.01%             | 2060-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      102000 | PA      | $73269.41     | 0.00%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                            | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |          85 | NS      | $35741.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION           | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33266.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       85000 | PA      | $32977.34     | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                          | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |         990 | NS      | $57746.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA HOUSING TRUST                                | Canada Housing Trust No 1                                                       | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      550000 | PA      | $383101.00    | 0.01%             | 2027-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       35954 | NS      | $1850556.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | TRS TRSBENCH8 INDEX                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |           1 | NC      | $-1453386.27  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                            | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |        3200 | NS      | $112221.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $514069.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                    | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        6800 | NS      | $568276.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      450000 | PA      | $431617.41    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Nitto Denko Corp                                    | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |        2500 | NS      | $143986.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      440497 | PA      | $67835.24     | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMCO Corp                                          | SUMCO Corp                                                                      | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |       79700 | NS      | $1055913.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                        | Shinhan Bank Co Ltd                                                             | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $176912.50    | 0.00%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                | Align Technology Inc                                                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         295 | NS      | $62215.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems Inc                                                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         160 | NS      | $64193.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $196447.07    | 0.01%             | 2041-09-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-186.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       14223 | NS      | $3502413.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      731000 | PA      | $683376.89    | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      350000 | PA      | $362400.82    | 0.01%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         570 | NS      | $83892.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                         | ABIOMED Inc                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         180 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        3224 | NS      | $262562.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        3192 | NS      | $245656.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands Inc                                                                 | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26978.46     | 0.00%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14327.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2650000 | PA      | $2134078.13   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.IG.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $599754.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                   | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |        4400 | NS      | $78007.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6542 | PA      | $6427.02      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                | Waste Management Inc                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        8880 | NS      | $1393094.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1912926.21   | 0.05%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1666000 | PA      | $1146436.71   | 0.03%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-125246.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                     | First Solar Inc                                                                 | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        5800 | NS      | $868782.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     2500000 | PA      | $2495021.99   | 0.07%             | 2027-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26396 | PA      | $25389.35     | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                              | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |          55 | NS      | $121212.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |         510 | NS      | $46695.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140L5F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138879 | PA      | $114627.96    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      551000 | PA      | $475892.09    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CANADA-GOV'T WI                                     | Canadian When Issued Government Bond                                            | CUSIP: 135087L69<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      631000 | PA      | $443592.07    | 0.01%             | 2024-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                          | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       94250 | NS      | $2491027.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       18402 | NS      | $56090.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      725000 | PA      | $584319.97    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      250000 | PA      | $159310.05    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11845.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8196.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     3510000 | PA      | $3037012.03   | 0.09%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASNG/PTL FIN 0 CP 05/01/2023         | PENSKE TRUCK LEASNG/PTL FIN 0 CP 05/01/2023                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2597988.90   | 0.07%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Edenred                                             | Edenred                                                                         | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |        3136 | NS      | $170678.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      958000 | PA      | $1159853.45   | 0.03%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         195 | NS      | $77982.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thales SA                                           | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        2625 | NS      | $335393.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                             | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |        9300 | NS      | $291108.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $166616.10    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                        | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        2786 | NS      | $243357.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group Inc                                                                | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19600 | NS      | $1514688.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                              | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       46791 | NS      | $753752.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Land Co Ltd/Japan                          | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |        9000 | NS      | $1309717.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       10341 | NS      | $3550892.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1317.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                   | Lithia Motors Inc                                                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        1300 | NS      | $266162.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DAVITA INC                                          | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1724654.25   | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $2609296.89   | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66277.32     | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $803787.98    | 0.02%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                          | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      179100 | NS      | $1506939.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                       | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |        3915 | NS      | $113250.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14052.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QRMV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93669 | PA      | $87273.46     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      170000 | PA      | $158168.07    | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                      | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83775.30     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      405000 | PA      | $437886.17    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198044.66    | 0.01%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WK6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108403 | PA      | $103162.35    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                     | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        4968 | NS      | $2708812.48   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                               | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       13840 | NS      | $1659692.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CPIC                                                | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |       96000 | NS      | $212286.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                          | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4405 | NS      | $813559.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $55850.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-37428.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                          | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        6908 | NS      | $2961874.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-52142.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69191 | PA      | $64298.06     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                               | Nederlandse Waterschapsbank NV                                                  | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     2949000 | PA      | $2805845.62   | 0.08%             | 2026-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      130319 | NS      | $1464990.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                      | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         688 | NS      | $119959.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       95000 | PA      | $79853.88     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-50491.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                          | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |        5944 | NS      | $260180.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                      | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        2912 | NS      | $975345.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32708.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      535000 | PA      | $445132.12    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                 | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        7228 | NS      | $815957.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1351000 | PA      | $1340323.51   | 0.04%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM VII Ltd                                                                    | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2084718 | PA      | $2058831.67   | 0.06%             | 2029-07-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       17020 | NS      | $717222.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                         | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |         770 | NS      | $34634.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Sports Fashion PLC                               | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |      741932 | NS      | $1127460.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                        | Anchorage Capital Europe CLO 2021-4 DAC                                         | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |     2357000 | PA      | $2420334.73   | 0.07%             | 2034-04-25      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                    | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1820000 | PA      | $1350934.02   | 0.04%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                         | Avantor Inc                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47900 | NS      | $1010211.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VW CREDIT INC 0 CP 11/01/2023                       | VW CREDIT INC 0 CP 11/01/2023                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1397852.86   | 0.04%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                    | Greywolf CLO III Ltd                                                            | CUSIP: 39809CAN4<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2797729.62   | 0.08%             | 2033-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      970000 | PA      | $848978.97    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                  | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      720000 | PA      | $750342.20    | 0.02%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $118842.29    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5498000 | PA      | $3577995.31   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      350000 | PA      | $328720.05    | 0.01%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Rohm Co Ltd                                         | Rohm Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | EC               | CORP              | JP        |        1200 | NS      | $86027.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      735000 | PA      | $691962.06    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       90000 | PA      | $73515.71     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $265497.46    | 0.01%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      155000 | PA      | $124063.45    | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-294977.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                   | Newell Brands Inc                                                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        1840 | NS      | $24067.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JNRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305656 | PA      | $291444.77    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                      | Santander Drive Auto Receivables Trust 2021-1                                   | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $321163.66    | 0.01%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2589.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9BZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80788 | PA      | $77468.25     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      630000 | PA      | $530714.81    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42502 | PA      | $40658.02     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $924.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $2359679.91   | 0.07%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1074.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $113314.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      790000 | PA      | $619719.52    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                          | SolarEdge Technologies Inc                                                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |         230 | NS      | $65152.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OMERS FINANCE TRUST                                 | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     1130000 | PA      | $1022045.79   | 0.03%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-334727.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                           | Gerdau SA                                                                       | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |       32900 | NS      | $180843.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                          | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        2160 | NS      | $840715.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                            | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22360.16     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     1500000 | PA      | $1328495.35   | 0.04%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                           | AGCO Corp                                                                       | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        6900 | NS      | $956961.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                  | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        4000 | NS      | $97800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15857.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21387.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amcor PLC                                           | Amcor PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |        6790 | NS      | $80868.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                          | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26453.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taurus CMBS                                         | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     1807378 | PA      | $1932521.53   | 0.05%             | 2031-08-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1500 | NS      | $94170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                  | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        2736 | NS      | $471112.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                            | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      129000 | PA      | $131468.00    | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                          | Flagship Credit Auto Trust 2020-4                                               | CUSIP: 33845XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12746 | PA      | $12726.36     | 0.00%             | 2025-04-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2014-LC16                                 | CUSIP: 94988XAT3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |       87182 | PA      | $84875.77     | 0.00%             | 2050-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                        | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        2574 | NS      | $250719.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                          | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        7954 | NS      | $143741.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-23882.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                         | Moderna Inc                                                                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        1410 | NS      | $253264.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $449599.59    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                            | Acadia Healthcare Co Inc                                                        | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |        2191 | NS      | $180363.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                       | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       56965 | NS      | $1637816.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1395000 | PA      | $1468165.52   | 0.04%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                       | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      144600 | NS      | $1656530.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      126887 | NS      | $10658508.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      195000 | PA      | $235772.36    | 0.01%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                              | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2621000 | PA      | $516812.01    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                   | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11875000 | PA      | $11525226.63  | 0.32%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418B3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32416 | PA      | $29485.93     | 0.00%             | 2031-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      192000 | PA      | $140365.19    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223947 | PA      | $205500.54    | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                        | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |         770 | NS      | $85138.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        8900 | NS      | $913051.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7679.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59297.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                            | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      539000 | PA      | $443094.38    | 0.01%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |        7617 | NS      | $487488.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                         | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |       27900 | NS      | $875299.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      285000 | PA      | $207319.74    | 0.01%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $318627.64    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      365000 | PA      | $288102.06    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33402.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                            | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     1920163 | PA      | $232019.09    | 0.01%             | 2026-08-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       41900 | NS      | $668724.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       17890 | NS      | $1409553.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Credit Linked Notes                      | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149979 | PA      | $140699.74    | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                         | Textron Inc                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       14250 | NS      | $1008900.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                 | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8292.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25185.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        4753 | NS      | $291216.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2345000 | PA      | $1944151.56   | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      170000 | PA      | $137255.95    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      267000 | PA      | $262178.22    | 0.01%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-565508.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $140955.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                   | Barrick Gold Corp                                                               | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       21979 | NS      | $377599.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                             | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-536563.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YVEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31112 | PA      | $27905.42     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2018-I Ltd                                                         | CUSIP: 12551RAA6<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      967000 | PA      | $952023.01    | 0.03%             | 2031-04-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                           | IQVIA Inc                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $3780987.72   | 0.11%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $168620.20    | 0.00%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                        | Organon & Co                                                                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        1230 | NS      | $34353.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                     | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1630000 | PA      | $1673153.47   | 0.05%             | 2029-06-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       20502 | NS      | $731101.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |         680 | NS      | $42500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                             | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    89290000 | PA      | $161091.01    | 0.00%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-149652.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      139000 | PA      | $87366.42     | 0.00%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                              | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       65548 | NS      | $1825874.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179NTC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      191199 | PA      | $174525.73    | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      154294 | PA      | $138942.56    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20671.40     | 0.00%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      615000 | PA      | $474159.03    | 0.01%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13740.62     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                        | CD 2017-CD5 Mortgage Trust                                                      | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $309199.03    | 0.01%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Co Inc                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        1030 | NS      | $83028.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EP6F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101080 | PA      | $97071.87     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                            | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1214759.61   | 0.03%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                               | Japan Government Forty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   196600000 | PA      | $1029758.86   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F5A37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257844 | PA      | $230629.14    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                      | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                       | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5783 | PA      | $5253.07      | 0.00%             | 2034-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      280000 | PA      | $226992.32    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1175269.12   | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                      | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      453000 | NS      | $1004047.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TROWE NATURAL RESOURCES                             | AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |      214856 | NS      | $6213641.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44543.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                              | Sanofi                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       34347 | NS      | $3311963.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-46351.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65000 | PA      | $56593.70     | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $106067.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                             | WEX Inc                                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         917 | NS      | $150067.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                                    | Venture Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |       27000 | NS      | $344147.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                 | COMM 2014-UBS6 Mortgage Trust                                                   | CUSIP: 12592PBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248372 | PA      | $238000.14    | 0.01%             | 2047-12-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                 | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        9813 | NS      | $1471557.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETHERLANDS GOVERNMENT                              | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      166000 | PA      | $83610.69     | 0.00%             | 2052-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 2 LTD.                                 | AGL Core CLO 2 Ltd                                                              | CUSIP: 001200AA2<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |     4288000 | PA      | $4222114.88   | 0.12%             | 2032-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                            | ICON PLC                                                                        | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        1003 | NS      | $194832.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61341.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                           | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |       68357 | NS      | $317566.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                            | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64637.59     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                          | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |       50000 | PA      | $59084.95     | 0.00%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                      | Credit Acceptance Auto Loan Trust 2021-2                                        | CUSIP: 22537CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      863000 | PA      | $829942.96    | 0.02%             | 2030-02-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                          | SGX Mini Japan Government 10 Year Bond                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DIR              | CORP              | SG        |          12 | NC      | $-25255.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $378496.92    | 0.01%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      125000 | PA      | $104765.98    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       14070 | NS      | $1865541.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      636000 | PA      | $508825.46    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29652 | PA      | $28531.42     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      105000 | PA      | $91630.33     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      249000 | PA      | $263205.10    | 0.01%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $483.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                       | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       16300 | NS      | $726654.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BP67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26382 | PA      | $25269.65     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37089.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                     | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21287 | NS      | $628605.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDC0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1719922.60   | 0.05%             | 2023-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                   | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       17160 | NS      | $974770.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                | Juniper Networks Inc                                                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        1390 | NS      | $44424.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                         | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |       74900 | NS      | $1133991.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                             | Activision Blizzard Inc                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       19252 | NS      | $1473740.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         210 | NS      | $53846.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $219652.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                      | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        1400 | NS      | $132594.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $445994.21    | 0.01%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        4210 | NS      | $73338.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-20124.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        4248 | NS      | $1046792.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                     | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       15300 | NS      | $643312.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22295.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                   | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |        5300 | NS      | $169744.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14975.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2102.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP 0 CP 18/01/2023                         | ORACLE CORP 0 CP 18/01/2023                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3092524.60   | 0.09%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FHLB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101001 | PA      | $90435.01     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132CWMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147076 | PA      | $144956.29    | 0.00%             | 2033-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $162022.00    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2018-9 Ltd                                                        | CUSIP: 28622XAA4<br>LEI: 549300BOE42FYBAXFR86 | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2800048.00   | 0.08%             | 2031-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25429.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17242.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11969.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co                           | Performance Food Group Co                                                       | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        3208 | NS      | $187315.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     4140000 | PA      | $3240958.47   | 0.09%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       25000 | PA      | $21807.07     | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      373469 | PA      | $334204.26    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                         | Viatris Inc                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |        5480 | NS      | $60992.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        2670 | NS      | $199208.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131006 | PA      | $121407.62    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sankyu Inc                                          | Sankyu Inc                                                                      | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |        3500 | NS      | $128050.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         220 | NS      | $138523.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        1120 | NS      | $147627.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO CAPITAL PLC                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202609.84    | 0.01%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                    | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |         978 | NS      | $827622.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        1715 | NS      | $804455.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -463 | NC      | $558356.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2010 | NS      | $491424.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      652000 | PA      | $498706.50    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4450.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20254.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                       | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |       30600 | NS      | $337927.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                         | SWOP CDS CDX.NA.IG.38.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -12130000 | OU      | $-40.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                            | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      237000 | PA      | $204981.79    | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza Inc                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         155 | NS      | $53692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advi                      | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7253152.50   | 0.20%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                             | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        7300 | NS      | $913960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68355 | PA      | $61161.67     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $43833.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland India Trust                              | Capitaland India Trust                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |       62000 | NS      | $52296.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31419BBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34771 | PA      | $34469.48     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                      | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $238650.00    | 0.01%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      579000 | PA      | $376708.13    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                     | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       48941 | NS      | $524253.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3358721 | PA      | $2913399.76   | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PING AN                                             | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |       35000 | NS      | $229941.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3176300 | PA      | $150647.48    | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21207.42     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION               | TRS BCOMTR INDEX                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |           1 | NC      | $64137.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                            | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151770.78    | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      835000 | PA      | $716318.86    | 0.02%             | 2052-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                  | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      298000 | PA      | $194015.40    | 0.01%             | 2040-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                         | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $100270.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $59257.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       15745 | NS      | $4149279.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                           | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        3727 | NS      | $356593.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31307NNZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32639 | PA      | $30569.70     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-9812.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $207472.75    | 0.01%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $355459.09    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1247 | NC      | $22338.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-24799.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                              | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    11268000 | PA      | $5801452.82   | 0.16%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Littelfuse Inc                                      | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         532 | NS      | $117146.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19310000 | OU      | $-9544.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $300058.91    | 0.01%             | 2025-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1700000 | PA      | $1486861.74   | 0.04%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119589 | PA      | $115043.29    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deco                                                | Deco 2019-RAM DAC                                                               | CUSIP: 000000000<br>LEI: 549300BXZQDWLENUZL17 | Long             | ABS-MBS          | CORP              | IE        |     1502956 | PA      | $1676203.53   | 0.05%             | 2030-08-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-418658.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd                          | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21500000 | PA      | $20768081.95  | 0.58%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $150300.00    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-150264.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                             | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |      282000 | PA      | $185083.81    | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO X LTD                                                             | CUSIP: 94949WAM8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |     3959000 | PA      | $3811968.28   | 0.11%             | 2032-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                              | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |     5000000 | PA      | $741290.62    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                          | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      945000 | PA      | $647723.99    | 0.02%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                   | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       82400 | NS      | $1661203.28   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15394.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1211269.13   | 0.03%             | 2023-03-06      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                          | Symrise AG                                                                      | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        4392 | NS      | $476993.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                           | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        4196 | NS      | $525565.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $565423.90    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       69000 | PA      | $57431.80     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                        | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       10119 | NS      | $411514.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                           | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |        4932 | NS      | $117455.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21617.08     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WFBN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57762 | PA      | $52004.27     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1755000 | PA      | $1597461.34   | 0.04%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment Inc                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        3840 | NS      | $267801.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                         | McAfee Corp                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2219438 | PA      | $2061302.58   | 0.06%             | 2029-03-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding XXI Ltd                                                    | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2680000 | PA      | $2632199.79   | 0.07%             | 2032-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2698634.33  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-86844.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                 | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      160000 | PA      | $137456.28    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                 | LCM 34 Ltd                                                                      | CUSIP: 50203CAA1<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22088632.48  | 0.62%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1469594.37   | 0.04%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63063.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                      | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $387713.05    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1468.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      475000 | PA      | $334806.32    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                           | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       30599 | NS      | $676121.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $408209.52    | 0.01%             | 2024-04-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6617.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834KB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      855000 | PA      | $328306.64    | 0.01%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                               | Molina Healthcare Inc                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        3160 | NS      | $1043495.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                    | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       34658 | NS      | $2175593.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                               | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       11639 | NS      | $677402.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                 | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      131000 | PA      | $120179.01    | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      345000 | PA      | $332041.39    | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       90000 | PA      | $78544.21     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Acuity Brands Inc                                   | Acuity Brands Inc                                                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1400 | NS      | $231854.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON                             | Bank of New York Mellon/The                                                     | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      340000 | PA      | $339715.50    | 0.01%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      650000 | PA      | $568751.46    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                          | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       72000 | PA      | $61662.20     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-739.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |         660 | NS      | $60911.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2235000 | PA      | $2275762.24   | 0.06%             | 2026-12-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        2820 | NS      | $173458.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-28415.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp                                     | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |        1300 | NS      | $99088.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWITZERLAND                                         | Swiss Confederation Government Bond                                             | CUSIP: 000000000<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      350000 | PA      | $446977.20    | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH LIMITED                                         | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $422842.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coupang Inc                                         | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | KR        |       20122 | NS      | $295994.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11990.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                              | F5 Inc                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         240 | NS      | $34442.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      810000 | PA      | $770693.62    | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                   | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       54502 | NS      | $960109.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| City Developments Ltd                               | City Developments Ltd                                                           | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |       19600 | NS      | $120487.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17436.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                      | Bear Stearns Asset Backed Securities Trust 2003-2                               | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12340 | PA      | $11925.39     | 0.00%             | 2043-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1312614.05   | 0.04%             | 2030-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                               | Arrow Electronics Inc                                                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        1000 | NS      | $104570.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                      | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |         493 | NS      | $242001.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4354.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                            | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $61935.50     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      235000 | PA      | $173245.34    | 0.00%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd                                   | Nedbank Group Ltd                                                               | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |        6157 | NS      | $77017.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                            | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      853000 | PA      | $812450.77    | 0.02%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        2550 | NS      | $54646.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy Inc                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        1661 | NS      | $227191.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                            | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $374546.17    | 0.01%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347503 | PA      | $317936.65    | 0.01%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       71069 | PA      | $11091.31     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                   | Kimco Realty Corp                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      455000 | PA      | $381692.22    | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                         | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        3249 | NS      | $306030.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands Inc                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        3380 | NS      | $783315.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Straumann Holding AG                                | Straumann Holding AG                                                            | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |        1395 | NS      | $159966.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                             | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58359.86     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      122875 | NS      | $29467882.50  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                         | Japan Post Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |       83000 | NS      | $1459731.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       25810 | NS      | $821274.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1121707.40   | 0.03%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132KE4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72328 | PA      | $67895.22     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138AJNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100573 | PA      | $99412.03     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-141.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      183000 | PA      | $140989.03    | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Co                      | Booz Allen Hamilton Holding Corp                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        6734 | NS      | $703837.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      326000 | PA      | $275554.60    | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Franklin Resources Inc                              | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        1210 | NS      | $31919.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Wheels SPV LLC                                      | Wheels SPV 2 LLC                                                                | CUSIP: 96328DBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1173125 | PA      | $1159278.92   | 0.03%             | 2029-08-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AST Western Asset Emerging Markets Debt Portfolio   | AST Western Asset Emerging Markets Debt Portfolio                               | CUSIP: 00767H196<br>LEI: X6JO84W15Q5TRG58BQ07 | Long             | EC               | RF                | US        |      867378 | NS      | $9254918.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $23428.08     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      225000 | PA      | $215667.45    | 0.01%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41881.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $124903.62    | 0.00%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                   | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $203651.08    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                          | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        4448 | NS      | $437523.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                  | Finland Government Bond                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      492000 | PA      | $501186.79    | 0.01%             | 2025-09-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104682.98    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                              | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      369864 | PA      | $313922.07    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Engie SA                                            | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       79008 | NS      | $1130295.48   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1300000 | PA      | $1220941.89   | 0.03%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124997 | PA      | $120326.38    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets Inc                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         450 | NS      | $56461.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                      | BorgWarner Inc                                                                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       14220 | NS      | $572355.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      235000 | PA      | $196276.95    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |       90597 | NS      | $91749.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        3948 | NS      | $572696.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                            | Molson Coors Beverage Co                                                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |         810 | NS      | $41731.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                             | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        6775 | NS      | $341392.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         590 | NS      | $66121.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARBRIDGE DIVIDEND GR                             | AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO                                       | CUSIP: 000000000<br>LEI: 549300NNF4XLLBXQ0J86 | Long             | EC               | RF                | US        |     1568931 | NS      | $42282688.56  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                      | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16693.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -306 | NC      | $1044360.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      213000 | PA      | $200766.26    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                 | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        7330 | NS      | $895579.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                      | Santander Drive Auto Receivables Trust 2021-2                                   | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $172964.10    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      145000 | PA      | $156162.07    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32840.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182365 | PA      | $178161.48    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                            | Ceridian HCM Holding Inc                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         690 | NS      | $44263.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      155000 | PA      | $109420.98    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      225000 | PA      | $189350.60    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FXGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217410 | PA      | $213061.36    | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       97000 | PA      | $83894.47     | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $176500.64    | 0.00%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                           | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |       32000 | NS      | $512212.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68338.33     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        3430 | NS      | $84275.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSION INSURANCE                                   | Pension Insurance Corp PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |      930000 | PA      | $1008990.40   | 0.03%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                         | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       12784 | NS      | $217443.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                        | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       66098 | NS      | $2614714.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                              | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       16103 | NS      | $331815.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      380000 | PA      | $363475.29    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                            | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |        1200 | NS      | $47640.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                             | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $129429.95    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                 | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       23600 | NS      | $358852.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312946JS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      104185 | PA      | $103398.07    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   231750000 | PA      | $1652666.57   | 0.05%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $60000.25     | 0.00%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       69462 | NS      | $4418477.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      210000 | PA      | $188475.00    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                             | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      300000 | PA      | $329304.96    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      427000 | PA      | $274140.11    | 0.01%             | 2024-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105043.45    | 0.00%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5210000 | PA      | $2159911.32   | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      800000 | PA      | $769546.51    | 0.02%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                       | Clorox Co/The                                                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         500 | NS      | $70165.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AEON Financial Service Co Ltd                       | AEON Financial Service Co Ltd                                                   | CUSIP: 000000000<br>LEI: 35380044PRFENBU7WT74 | Long             | EC               | CORP              | JP        |        7500 | NS      | $79279.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                   | Remy Cointreau SA                                                               | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |        1725 | NS      | $290858.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                             | Thermo Fisher Scientific Finance I BV                                           | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $345788.79    | 0.01%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6520.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3327000 | PA      | $2023333.83   | 0.06%             | 2026-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      796559 | PA      | $710476.66    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-189723.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                            | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       12272 | NS      | $1319983.98   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                 | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        1799 | NS      | $115612.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8ZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      421069 | PA      | $376866.32    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      684000 | PA      | $652131.39    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                   | ONEOK Partners LP                                                               | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993398.66   | 0.06%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH                  | CUSIP: 46654EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $947708.65    | 0.03%             | 2038-06-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                             | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      206385 | NS      | $2051881.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                             | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |         801 | NS      | $156190.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90000 | PA      | $76046.18     | 0.00%             | 2033-08-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      372000 | PA      | $253783.57    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                             | PTC Inc                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         460 | NS      | $55218.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1899742.49   | 0.05%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       10150 | NS      | $2424429.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                 | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         684 | NS      | $147152.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      357000 | PA      | $213512.35    | 0.01%             | 2045-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42355.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc                                              | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        3920 | NS      | $105330.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                   | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $198711.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9742.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods Inc                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       20840 | NS      | $1297290.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-251116.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      129013 | PA      | $130033.88    | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                      | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        7794 | NS      | $983291.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5412.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1112.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                     | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      100000 | PA      | $139014.14    | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      342625 | PA      | $321395.05    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12500000 | PA      | $1910717.12   | 0.05%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BASF SE                                             | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        7548 | NS      | $371653.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7483.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                        | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $516092.14    | 0.01%             | 2029-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                          | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        3342 | NS      | $452540.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                               | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        8045 | NS      | $1037724.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      424994 | PA      | $346946.86    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $492199.98    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $85066.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19310000 | OU      | $32973.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1051390000 | PA      | $568000.62    | 0.02%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                           | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      188000 | PA      | $120630.25    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9651.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                            | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      640000 | PA      | $677760.00    | 0.02%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      605000 | PA      | $517146.05    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1688629.60   | 0.05%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2643000 | PA      | $2519594.69   | 0.07%             | 2027-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85017 | PA      | $79767.79     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23497 | PA      | $24051.71     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       16693 | NS      | $772385.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44107.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd                                        | Cochlear Ltd                                                                    | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |         858 | NS      | $118496.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45936.07     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                 | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        1740 | NS      | $134380.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                  | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      240000 | PA      | $230806.08    | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $226.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      310000 | PA      | $117896.88    | 0.00%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                         | AIG CLO 2019-2 Ltd                                                              | CUSIP: 00142MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4260000 | PA      | $4174878.38   | 0.12%             | 2033-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        7382 | NS      | $932789.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        4599 | NS      | $2509260.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                          | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1060 | NS      | $154293.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                  | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      130000 | PA      | $88153.08     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65442.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                          | La Francaise des Jeux SAEM                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |       11445 | NS      | $460530.06    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      505000 | PA      | $429825.76    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         610 | NS      | $86925.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        2030 | NS      | $211282.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31415LCN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55536 | PA      | $56590.35     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                     | PSP Capital Inc                                                                 | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     1281000 | PA      | $1090690.28   | 0.03%             | 2028-10-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                | Vornado Realty Trust                                                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         800 | NS      | $16648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12298.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15980.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                    | Dentsu Group Inc                                                                | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       15200 | NS      | $476834.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                                       | Pinterest Inc                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8800 | NS      | $213664.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        9900 | NS      | $3331647.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGHE                                              | Jiangsu Yanghe Brewery Joint-Stock Co Ltd                                       | CUSIP: 000000000<br>LEI: 655600IQ7FXTTBKI8H68 | Long             | EC               | CORP              | CN        |        2000 | NS      | $46197.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                  | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |       41642 | NS      | $128892.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      470000 | PA      | $276266.93    | 0.01%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $387143.53    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BEAZER HOMES USA                                    | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44094.70     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19310000 | OU      | $-44851.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12036.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                       | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $341522.18    | 0.01%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8126.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                          | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |         590 | NS      | $35995.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                             | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79853.01     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      651000 | PA      | $627548.29    | 0.02%             | 2027-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    19600000 | OU      | $44962.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2237000 | PA      | $2262545.78   | 0.06%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                         | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |       10600 | NS      | $334115.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       40047 | NS      | $7188036.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                          | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       13150 | NS      | $1489106.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30246 | PA      | $30023.34     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      375000 | PA      | $318016.66    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                  | Burberry Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       10310 | NS      | $250658.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      260000 | PA      | $245997.65    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                    | Campbell Soup Co                                                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |         930 | NS      | $52777.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marlette Funding Trust                              | Marlette Funding Trust 2021-3                                                   | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      177203 | PA      | $174892.91    | 0.00%             | 2031-12-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $94014.69     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-45510.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                      | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHP2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |      451000 | PA      | $431741.31    | 0.01%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      417000 | PA      | $358886.60    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                   | CNH Industrial NV                                                               | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |       13514 | NS      | $216791.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                              | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        2367 | NS      | $258145.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      827726 | PA      | $772118.66    | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       31322 | NS      | $4254015.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1742.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO Inc                                            | ZOZO Inc                                                                        | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |        5000 | NS      | $123478.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-763.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265000 | PA      | $249181.25    | 0.01%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                   | Euro-BTP Italian Bond                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          34 | NC      | $-230215.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      216000 | PA      | $186912.74    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HAITIAN INT'L                                       | Haitian International Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 30030093DDRS825TVP62 | Long             | EC               | CORP              | CN        |       18000 | NS      | $47974.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       22885 | NS      | $372110.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME E-MINI RUSSELL 2000 INDEX                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         108 | NC      | $-237862.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                                         | NetEase Inc                                                                     | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |        2027 | NS      | $147221.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTR Asset Backed Securities                       | Mastr Asset Backed Securities Trust 2004-OPT2                                   | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20360 | PA      | $16291.00     | 0.00%             | 2034-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                 | Eagle Materials Inc                                                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        7300 | NS      | $969805.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        3555 | NS      | $1536079.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $318333.00    | 0.01%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mazda Motor Corp                                    | Mazda Motor Corp                                                                | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |        9500 | NS      | $71212.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      979000 | PA      | $955948.26    | 0.03%             | 2032-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       20447 | NS      | $2247943.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                            | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      750000 | PA      | $808500.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OCI NV                                              | OCI NV                                                                          | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | EC               | CORP              | NL        |        1701 | NS      | $60814.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126743.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                  | Long Gilt                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          67 | NC      | $-434553.64   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association               | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60300.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $58007.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                          | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      580000 | PA      | $552539.49    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KMGY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207750 | PA      | $170391.91    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                            | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       25200 | NS      | $934164.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      376000 | PA      | $344364.41    | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                       | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       68522 | NS      | $2122602.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                               | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2801919.78   | 0.08%             | 2031-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                    | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        3680 | NS      | $638516.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16210.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210009.27    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                       | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      450000 | PA      | $365609.12    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                               | Lincoln National Corp                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |         800 | NS      | $24576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KLA Corp                                            | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        1295 | NS      | $488253.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                   | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       17001 | NS      | $1778904.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                     | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |        7200 | NS      | $169780.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      885000 | PA      | $765110.16    | 0.02%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                         | Informa PLC                                                                     | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       15782 | NS      | $117729.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       47294 | NS      | $3953778.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10699.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      400000 | PA      | $326950.00    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Ross Stores Inc                                     | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        6700 | NS      | $777669.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | IRS COP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-36967.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       10113 | NS      | $2014914.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7920000 | PA      | $3711262.50   | 0.10%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22491.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                        | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |        2874 | NS      | $97337.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $497961.08    | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      675000 | PA      | $840897.87    | 0.02%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6GL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      637976 | PA      | $591844.90    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                | Signal Peak CLO 5 Ltd                                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4288000 | PA      | $4201543.63   | 0.12%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                      | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21050 | PA      | $20451.46     | 0.00%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   937490000 | PA      | $713924.77    | 0.02%             | 2024-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22170000 | OU      | $-27824.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-28215.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |        2670 | NS      | $56550.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                      | Canadian Natural Resources Ltd                                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |         768 | NS      | $42648.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      415000 | PA      | $428813.34    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Volkswagen AG                                       | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        2800 | NS      | $347339.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO CAPITAL MARKETS CORP.                           | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-620301.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                        | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $270677.70    | 0.01%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12633.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26956.86     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                      | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      186377 | PA      | $168655.70    | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                  | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |       87600 | NS      | $715692.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.         | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2231 | NC      | $-444089.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40043.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138A9NJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72150 | PA      | $69289.76     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker Inc                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |         660 | NS      | $49579.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $83240.87     | 0.00%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        4406 | NS      | $369443.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Steel Corp                                   | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |       79400 | NS      | $1377680.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                       | NTT Data Corp                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |        8000 | NS      | $116581.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1061305.19   | 0.03%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       10592 | NS      | $1673853.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                 | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      126325 | NS      | $1439755.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                               | CK Asset Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | HK        |      107000 | NS      | $656249.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       96363 | NS      | $4590733.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9155.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         637 | NC      | $-3071750.83  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp                                                                       | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |         550 | NS      | $10142.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22790.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                       | Jardine Matheson Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |       25000 | NS      | $1271771.10   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE UK                                 | Swiss Re Finance UK PLC                                                         | CUSIP: 000000000<br>LEI: 549300C654ZPQWG3JF34 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $581172.46    | 0.02%             | 2052-06-04      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1405000 | PA      | $1653157.00   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      637000 | PA      | $596823.20    | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1210892.17   | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TCW CLO 2021-2, Ltd.                                | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2859000 | PA      | $2783123.28   | 0.08%             | 2034-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                            | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       42430 | NS      | $1314481.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                | JBG SMITH Properties                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9900 | NS      | $187902.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132L62M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21272 | PA      | $21000.78     | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                    | Cirrus Logic Inc                                                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        4200 | NS      | $312816.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       24484 | NS      | $2470925.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       29925 | NS      | $6217218.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14736.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                   | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      260000 | PA      | $207081.48    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                          | ResMed Inc                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         630 | NS      | $131121.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60629.80     | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25389.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        6220 | NS      | $422027.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME Euro Foreign Exchange Currency                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -624 | NC      | $-2469862.83  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $144522.00    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                          | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       73288 | NS      | $289972.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        3243 | NS      | $545115.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBRIGACOES DO TESOURO                               | Portugal Obrigacoes do Tesouro OT                                               | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     2100000 | PA      | $1097738.98   | 0.03%             | 2052-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418NZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7070 | PA      | $6988.02      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                      | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      300000 | PA      | $319008.23    | 0.01%             | 2031-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        6220 | NS      | $87702.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CON EDISON CO OF NY INC                             | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33458.34     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Olympus Corp                                        | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       40800 | NS      | $719613.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                    | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |        5400 | NS      | $105730.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                 | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       21182 | NS      | $527667.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4967.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -18770000 | OU      | $-72771.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                 | TE Connectivity Ltd                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |        1370 | NS      | $157276.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                         | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       20291 | NS      | $1406498.42   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2600000 | PA      | $2615831.90   | 0.07%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                           | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $724864.00    | 0.02%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91511.94     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       53128 | NS      | $2402979.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                          | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |       58000 | NS      | $196898.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $63855.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -36010000 | OU      | $-63646.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418CYF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66778 | PA      | $62724.64     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                                    | Seiko Epson Corp                                                                | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |       77400 | NS      | $1126095.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      455000 | PA      | $465796.06    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9591 | PA      | $8269.19      | 0.00%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28035 | PA      | $29109.41     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCSoft Corp                                         | NCSoft Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |         184 | NS      | $65729.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                   | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        1220 | NS      | $165432.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-30012.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                        | Synopsys Inc                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        5650 | NS      | $1803988.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO IV Ltd                                  | Elmwood CLO IV Ltd                                                              | CUSIP: 29002GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1290000 | PA      | $1269369.67   | 0.04%             | 2033-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4899.69      | 0.00%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      930000 | PA      | $852106.59    | 0.02%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82023.60     | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates Inc                                                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         300 | NS      | $52668.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                              | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |        2454 | NS      | $62061.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                           | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      234724 | NS      | $30497689.32  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd                                         | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       61100 | NS      | $1320623.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1506.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $204120.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                              | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        1630 | NS      | $56446.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      790000 | PA      | $583337.96    | 0.02%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1911225.46   | 0.05%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| carsales.com Ltd                                    | carsales.com Ltd                                                                | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |        4840 | NS      | $68111.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         560 | NS      | $100004.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2316000 | PA      | $2135062.51   | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      365000 | PA      | $272406.55    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      190000 | PA      | $171747.32    | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        7550 | NS      | $244620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CDP FINANCIAL INC                                   | CDP Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     2309000 | PA      | $2246524.72   | 0.06%             | 2027-04-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5629.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp                                                                        | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        4720 | NS      | $143346.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAD5<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |      204465 | PA      | $195996.47    | 0.01%             | 2047-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        4750 | NS      | $237405.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $821776.84    | 0.02%             | 2024-06-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |     2002000 | PA      | $1968829.46   | 0.06%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8047.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YNB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35824 | PA      | $34271.58     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1022984.17  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                    | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        1860 | NS      | $252290.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC AVIATION USA CORP                               | BOC Aviation USA Corp                                                           | CUSIP: 66980P2A6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |      226000 | PA      | $214579.55    | 0.01%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      142000 | PA      | $129511.88    | 0.00%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        8550 | NS      | $154584.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                           | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        2293 | NS      | $1096231.34   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                         | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      150000 | PA      | $122307.13    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RAC2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    15000000 | PA      | $14492503.50  | 0.41%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                      | Whirlpool Corp                                                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |         220 | NS      | $31121.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorola Solutions Inc                              | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         710 | NS      | $182974.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2358972.16   | 0.07%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19600000 | OU      | $-13415.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                          | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1110802.10   | 0.03%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                            | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      600000 | PA      | $581776.19    | 0.02%             | 2025-06-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                              | Petroleo Brasileiro SA                                                          | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |        8041 | NS      | $85636.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Daqo New Energy Corp                                | Daqo New Energy Corp                                                            | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |         924 | NS      | $35675.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Euro CLO                                    | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     3432000 | PA      | $3558663.06   | 0.10%             | 2031-07-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                       | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        4286 | NS      | $301666.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3962.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                            | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69717.64     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                              | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |       13274 | NS      | $46752.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                               | KKR CLO 30 Ltd                                                                  | CUSIP: 48250EAN5<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | KY        |     2570000 | PA      | $2523166.63   | 0.07%             | 2031-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      251000 | PA      | $179901.45    | 0.01%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $328676.47    | 0.01%             | 2036-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                              | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      475000 | PA      | $476523.87    | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27012.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1249508.67   | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                          | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        6590 | NS      | $920754.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                          | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        5315 | NS      | $1903289.57   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                         | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |        3042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| APRR SA                                             | APRR SA                                                                         | CUSIP: 000000000<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $92818.72     | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19840000 | OU      | $-94822.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1771000 | PA      | $1157366.23   | 0.03%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America I                      | Reinsurance Group of America Inc                                                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        1900 | NS      | $269971.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4667.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1724000 | PA      | $1734909.70   | 0.05%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                       | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $341861.80    | 0.01%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $243564.39    | 0.01%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                           | Bunzl PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |        5712 | NS      | $190039.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-837.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      125000 | PA      | $118912.60    | 0.00%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9224.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Sing                      | Capitaland Investment Ltd/Singapore                                             | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |       36000 | NS      | $99492.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      275000 | PA      | $209833.84    | 0.01%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| EDP - Energias do Brasil SA                         | EDP - Energias do Brasil SA                                                     | CUSIP: 000000000<br>LEI: 529900MT3VH5D7T9FR43 | Long             | EC               | CORP              | BR        |       13843 | NS      | $54639.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                        | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     1002617 | PA      | $1044217.58   | 0.03%             | 2030-04-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                           | Ono Pharmaceutical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |       14300 | NS      | $334242.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      800000 | PA      | $658754.93    | 0.02%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        7122 | NS      | $1168221.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1160877.72   | 0.03%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics Inc                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         670 | NS      | $118201.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand Inc                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        1800 | NS      | $94050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44857.20     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14350.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11566.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       93712 | NS      | $3277108.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       21890 | NS      | $862684.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                 | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |        2244 | NS      | $155537.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                     | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        4580 | NS      | $327057.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NSTAR ELECTRIC CO                                   | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111643.69    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                    | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     2286000 | PA      | $2248935.94   | 0.06%             | 2031-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                       | RCI Banque SA                                                                   | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     1637000 | PA      | $1703521.20   | 0.05%             | 2024-07-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                      | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9148 | PA      | $8994.57      | 0.00%             | 2034-11-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $304180.80    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                 | Republic of Austria Government Bond                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      205000 | PA      | $166486.45    | 0.00%             | 2049-05-23      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2019-2                                                   | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228721 | PA      | $221966.31    | 0.01%             | 2028-04-20      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-486287.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      260000 | PA      | $101653.91    | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2021-2                                                   | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $151620.98    | 0.00%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                           | ANSYS Inc                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         370 | NS      | $89388.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                              | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      435000 | PA      | $430179.89    | 0.01%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                            | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      425000 | PA      | $408759.54    | 0.01%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X65T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285206 | PA      | $258485.01    | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                      | Benefit Street Partners CLO XXI Ltd                                             | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21950000 | PA      | $21343719.05  | 0.60%             | 2034-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M95Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37268 | PA      | $36986.47     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                        | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      138528 | NS      | $2574712.74   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                      | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $22054.97     | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      410000 | PA      | $389975.48    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $119568.09    | 0.00%             | 2042-03-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50998.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $881564.15    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                          | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-78578.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      925000 | PA      | $696012.69    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Total Bond Market ETF                      | Vanguard Total Bond Market ETF                                                  | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |      194294 | NS      | $13958080.96  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2704.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                        | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       63620 | NS      | $1026021.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-120818.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                        | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       70000 | PA      | $46571.66     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -22170000 | OU      | $-37747.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                      | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      565000 | PA      | $515378.42    | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                      | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         310 | NS      | $31322.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO Ltd                                      | ICG US CLO 2018-1 LTD                                                           | CUSIP: 449258AA0<br>LEI: 63540028G9FPZW4LFZ33 | Long             | ABS-CBDO         | CORP              | KY        |     1612000 | PA      | $1593896.44   | 0.04%             | 2031-04-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| New World Development Co Ltd                        | New World Development Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549008GWMWXTIRL4S48 | Long             | EC               | CORP              | HK        |       23000 | NS      | $64519.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy Inc                                                              | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        6327 | NS      | $1676401.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding                      | Telefonica Deutschland Holding AG                                               | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |      371999 | NS      | $913635.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                | Singapore Government Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |       75000 | PA      | $48902.31     | 0.00%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7991.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       12633 | NS      | $2090508.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      472000 | PA      | $341486.56    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hermes International                                | Hermes International                                                            | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        1242 | NS      | $1922432.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                      | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145213 | PA      | $139591.14    | 0.00%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4570.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $369838.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd                                                                | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         440 | NS      | $36286.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-126037.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                  | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        6200 | NS      | $238514.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $249796.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29837.80     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5195000 | PA      | $998544.86    | 0.03%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $370503.52    | 0.01%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XTAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      926766 | PA      | $883150.42    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $151657.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      670000 | PA      | $531087.71    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        6198 | NS      | $528069.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8306.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscofan SA                                         | Viscofan SA                                                                     | CUSIP: 000000000<br>LEI: 95980020140005684765 | Long             | EC               | CORP              | ES        |         725 | NS      | $46695.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       73000 | PA      | $62628.54     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87296 | PA      | $81788.08     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4975.83      | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                 | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |        3202 | NS      | $102448.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                              | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        2267 | NS      | $234046.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                      | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      300000 | PA      | $273056.25    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       33220 | NS      | $1307871.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                    | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $732126.72    | 0.02%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Energisa SA                                         | Energisa SA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       16100 | NS      | $134857.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-35156.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YVEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176059 | PA      | $158051.65    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                 | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39402.65     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1414.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4415000 | PA      | $4385336.72   | 0.12%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36619.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                         | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       23915 | NS      | $3100817.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       10540 | NS      | $670554.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                     | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       90000 | PA      | $80332.62     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        4960 | NS      | $1050825.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                  | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        3430 | NS      | $139635.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3070.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14402.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7687.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      915000 | PA      | $764378.97    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $183522.00    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14400000 | PA      | $13266000.00  | 0.37%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd.                      | Barings Loan Partners CLO Ltd 3                                                 | CUSIP: 06763BAA7<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | KY        |    10450000 | PA      | $10174949.73  | 0.29%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                          | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |        3498 | NS      | $131392.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                       | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $907508.80    | 0.03%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                        | St Paul's CLO V DAC                                                             | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |     5695933 | PA      | $5959426.84   | 0.17%             | 2030-02-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1206.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                             | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |      861391 | NS      | $37548035.40  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Euro CLO                                    | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |    12235000 | PA      | $12514223.73  | 0.35%             | 2035-10-15      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       23190 | NS      | $718890.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      906000 | PA      | $494094.43    | 0.01%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                              | ICE US MINI MSCI EAFE INDEX                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |         251 | NC      | $-425495.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $52213.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                 | Canadian Government Bond                                                        | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      344000 | PA      | $260820.09    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       39000 | PA      | $23308.18     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4467.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                            | Visa Inc                                                                        | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117273.49    | 0.00%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                   | DXC Technology Co                                                               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |       12190 | NS      | $323035.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        4030 | NS      | $86886.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20058.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                           | Towd Point Mortgage Trust 2019-MH1                                              | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63223 | PA      | $61954.71     | 0.00%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                    | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      930000 | PA      | $806037.28    | 0.02%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1724.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11013.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                               | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      143000 | PA      | $139483.05    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34538.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Inc                                           | Alcon Inc                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        4887 | NS      | $335340.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                         | Randstad NV                                                                     | CUSIP: 000000000<br>LEI: 7245009EAAUUQJ0U4T57 | Long             | EC               | CORP              | NL        |        1618 | NS      | $98863.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        6088 | NS      | $788517.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      100000 | PA      | $96166.00     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       13070 | NS      | $1535463.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3479.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       95000 | PA      | $78814.04     | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      575000 | PA      | $521942.25    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35357.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70193 | PA      | $67146.21     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-41172.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |    20680000 | OU      | $96113.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $63420.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1200000 | PA      | $988533.81    | 0.03%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-65608.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $257024.70    | 0.01%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite XVI Ltd                                                               | CUSIP: 55953RAL5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |      811217 | PA      | $805132.26    | 0.02%             | 2028-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AXA SA                                              | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      705000 | PA      | $758289.65    | 0.02%             | 2043-07-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6907.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        2838 | NS      | $721703.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292LNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41345 | PA      | $39750.16     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                        | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        3614 | NS      | $134280.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                            | Hana Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        3022 | NS      | $100629.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179MQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7368 | PA      | $7498.23      | 0.00%             | 2042-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       46138 | NS      | $5552246.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                    | CME British Pound Currency                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -95 | NC      | $-35396.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LIX Ltd                                                    | CUSIP: 55822EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12247401.25  | 0.34%             | 2034-01-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                          | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        1787 | NS      | $344784.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                             | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |        5200 | NS      | $136665.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418BAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22099 | PA      | $21709.50     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      265000 | PA      | $235346.50    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMETRIC EMERGING MAR                             | AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO                                | CUSIP: 000000000<br>LEI: N4QJ62UMJLEFUPW82466 | Long             | EC               | RF                | US        |      134293 | NS      | $1079719.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        2429 | NS      | $644535.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231724.77    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BPR Trust                                           | BPR Trust 2021-TY                                                               | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1119868.92   | 0.03%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                        | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       37168 | NS      | $131379.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F5CV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      440374 | PA      | $394031.88    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                      | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        1680 | NS      | $55960.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                      | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $261478.95    | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182923.07    | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1227000 | PA      | $1248090.52   | 0.04%             | 2024-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40762.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       10899 | NS      | $1721388.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13782.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10945.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40757.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                           | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     2200000 | PA      | $311529.18    | 0.01%             | 2025-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                            | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     1215000 | PA      | $1214655.92   | 0.03%             | 2025-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                           | Qorvo Inc                                                                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |         420 | NS      | $38068.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT INTL FINANCE PLC                                | BAT International Finance PLC                                                   | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     1395000 | PA      | $1320316.32   | 0.04%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        2119 | NS      | $211497.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                           | Hess Corp                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        8441 | NS      | $1197102.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30643.36     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                    | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |       23930 | NS      | $215463.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1463.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek Microelectronics Corp                       | Novatek Microelectronics Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        7000 | NS      | $71559.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | CZK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54418.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corp                                   | DISH Network Corp                                                               | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |        7640 | NS      | $107265.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1802780000 | PA      | $1316271.62   | 0.04%             | 2026-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                      | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       31970 | NS      | $1455274.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      120000 | PA      | $128487.44    | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1950000 | PA      | $1379625.00   | 0.04%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                  | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                         | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        9790 | NS      | $575456.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                                 | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1780000 | PA      | $1731807.92   | 0.05%             | 2035-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7329.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       10647 | NS      | $917877.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61077 | PA      | $61556.76     | 0.00%             | 2050-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $206235.57    | 0.01%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                       | Ares European CLO XI DAC                                                        | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |     7862000 | PA      | $8175156.02   | 0.23%             | 2032-04-15      | Floating      | 2.15%                 | No            |                  2 | 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        |      900000 | PA      | $665529.35    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $258756.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         820 | NS      | $170732.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co Ltd                                       | Sankyo Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |        4200 | NS      | $171595.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      465000 | PA      | $446235.21    | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                     | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       47369 | NS      | $489246.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                | Pilgrim's Pride Corp                                                            | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       37800 | NS      | $896994.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      610000 | PA      | $532085.67    | 0.01%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1859.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                            | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       10426 | NS      | $1219946.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -17220000 | OU      | $-1233.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $644761.14    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                         | Trimble Inc                                                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        1040 | NS      | $52582.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       19000 | PA      | $15179.00     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                               | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |       93300 | NS      | $6124212.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Harbour Energy PLC                                  | Harbour Energy PLC                                                              | CUSIP: 000000000<br>LEI: 213800YPC42DYBKVPF97 | Long             | EC               | CORP              | GB        |       12775 | NS      | $47143.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15382.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4498831 | PA      | $4220069.95   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |        5100 | NS      | $216241.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      229953 | NS      | $24243944.79  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31418MC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20238 | PA      | $21046.45     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                        | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        2230 | NS      | $416720.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                         | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       15300 | NS      | $769839.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 31410G4K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21965 | PA      | $22715.80     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $91.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3045.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                         | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        2090 | NS      | $1369012.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      309000 | PA      | $191761.68    | 0.01%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                         | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        8554 | NS      | $273214.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSMC                                                | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        5916 | NS      | $440682.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |      278078 | NS      | $26970785.22  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                            | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      202896 | NS      | $3735315.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       18480 | NS      | $421998.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                 | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     1146000 | PA      | $1132845.30   | 0.03%             | 2031-01-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                         | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      215000 | PA      | $205958.86    | 0.01%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       16131 | NS      | $5901365.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                                 | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1080000 | PA      | $1090433.61   | 0.03%             | 2025-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-131214.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                  | Wind River 2016-1K CLO Ltd                                                      | CUSIP: 97314DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4020000 | PA      | $3895388.84   | 0.11%             | 2034-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       51000 | PA      | $48638.87     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-270.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kirby Corp                                          | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        1042 | NS      | $67052.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                              | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $212107.55    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                              | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       94800 | NS      | $633916.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                      | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52307 | PA      | $49829.34     | 0.00%             | 2034-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        4370 | NS      | $747575.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain                                 | Cie de Saint-Gobain                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       35278 | NS      | $1725829.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                         | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70922.40     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $72825.00     | 0.00%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                               | Aeroporti di Roma SpA                                                           | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     1165000 | PA      | $924653.55    | 0.03%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136173.53    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29136.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                     | PerkinElmer Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |         530 | NS      | $74316.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE3H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49197 | PA      | $46125.06     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2371.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11470.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                 | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35777.78     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                           | Occidental Petroleum Corp                                                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        3210 | NS      | $202197.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DH EUROPE FINANCE II                                | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      165000 | PA      | $132614.69    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $396378.59    | 0.01%             | 2032-05-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XSP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37820 | PA      | $36226.08     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                             | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $843781.49    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                        | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |       50221 | NS      | $1159132.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                              | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         627 | NS      | $1403605.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3133000 | PA      | $3044900.04   | 0.09%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $602761.07    | 0.02%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-152648.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-22105.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      370000 | PA      | $314045.82    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                             | Darling Ingredients Inc                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        1066 | NS      | $66720.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                                 | Oportun Funding XIII LLC                                                        | CUSIP: 68377FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      104756 | PA      | $103411.40    | 0.00%             | 2025-08-08      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO IX                                 | Ocean Trails CLO IX                                                             | CUSIP: 67515XAN4<br>LEI: 549300LD2JF1INLMST94 | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4818922.50   | 0.14%             | 2034-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                      | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79786.93     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                       | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       51206 | NS      | $1360085.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476624 | PA      | $404532.44    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      541000 | PA      | $504796.92    | 0.01%             | 2027-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       25000 | PA      | $19682.90     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-457.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16825.95     | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45536.16     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                           | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |        4800 | NS      | $586138.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSICURAZIONI GENERALI                              | Assicurazioni Generali SpA                                                      | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |     1395000 | PA      | $1449507.24   | 0.04%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                   | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |       59240 | NS      | $160211.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                            | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      416000 | PA      | $351432.18    | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Airbnb Inc                                          | Airbnb Inc                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        2823 | NS      | $241366.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                              | KB Financial Group Inc                                                          | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        2119 | NS      | $81184.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11231.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                          | Americold Realty Trust Inc                                                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |       19400 | NS      | $549214.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                            | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |        5600 | NS      | $72540.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $225981.31    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      855000 | PA      | $647849.25    | 0.02%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-804357.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2790000 | PA      | $2890052.43   | 0.08%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                      | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      120000 | PA      | $112428.87    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      450000 | PA      | $363307.26    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214633 | PA      | $4965.41      | 0.00%             | 2027-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1739448.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        1650 | NS      | $167524.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13258.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                              | First Republic Bank/CA                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |         770 | NS      | $93855.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ace Securities Corp.                                | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24487 | PA      | $22764.47     | 0.00%             | 2034-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2014-5 Ltd                                                              | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |     4320000 | PA      | $4262894.36   | 0.12%             | 2031-04-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $36929.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                     | CDS CDX.NA.HY.39.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $63670.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                      | Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5                     | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21967 | PA      | $20868.22     | 0.00%             | 2033-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                             | Mahindra & Mahindra Ltd                                                         | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |        9823 | NS      | $147882.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                      | SWOP CDS CDX.NA.IG.39.V1                                                        | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |   -19600000 | OU      | $-25331.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-151347.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $101724.36    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae I Pool                                                               | CUSIP: 36184LF59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29431 | PA      | $29243.76     | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76357 | PA      | $73449.18     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         870 | NS      | $70965.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D55H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      238634 | PA      | $213564.48    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7600000 | PA      | $6796062.50   | 0.19%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                   | Wellfleet CLO 2017-3 Ltd                                                        | CUSIP: 94950HAA3<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | KY        |     1584000 | PA      | $1553559.16   | 0.04%             | 2031-01-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25388.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                     | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $42324.75     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                    | Novo Nordisk A/S                                                                | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |        1008 | NS      | $136422.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                        | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       52947 | NS      | $2673179.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        7038 | NS      | $452191.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        6811 | NS      | $3109221.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38777.09     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive Inc                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        1495 | NS      | $1261824.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                           | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $744.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $161600.00    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32089.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                               | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       30200 | NS      | $901168.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21121.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      720000 | PA      | $486301.37    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15081661 | PA      | $725988.91    | 0.02%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                            | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2163000 | PA      | $1719357.37   | 0.05%             | 2031-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                      | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        4426 | NS      | $335623.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $217017.00    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                        | Sartorius AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |        1665 | NS      | $657468.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4870.48      | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                             | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2152695.03   | 0.06%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                            | SLM Corp                                                                        | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22437 | NS      | $372454.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-178.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                               | Japan Government Ten Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   132100000 | PA      | $974781.24    | 0.03%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Persol Holdings Co Ltd                              | Persol Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |        6600 | NS      | $140380.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                          | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-506185.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-123585.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                 | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      988000 | PA      | $903507.91    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                          | JD.com Inc                                                                      | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |        4314 | NS      | $120432.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101360.84    | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $139815.09    | 0.00%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YR6T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39919 | PA      | $37419.92     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICBC                                                | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |       86000 | NS      | $44108.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1305322.47   | 0.04%             | 2027-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                             | Ireland Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      132000 | PA      | $97685.64     | 0.00%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $216281.25    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      240000 | PA      | $195170.12    | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3083.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |          97 | NS      | $140208.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        5330 | NS      | $1494052.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      387738 | PA      | $318013.51    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3132D56L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80705 | PA      | $74051.50     | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                            | OZLM XI Ltd                                                                     | CUSIP: 67109UAS1<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |     3620424 | PA      | $3566142.96   | 0.10%             | 2030-10-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                 | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9479.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19100.57     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAA3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |     1713000 | PA      | $1690231.15   | 0.05%             | 2031-07-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJC34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249997 | PA      | $212921.38    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        4075 | NS      | $2244061.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29878.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202517.26    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1779.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9874.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $152750.96    | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       13824 | NS      | $2862535.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XF2Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      878126 | PA      | $747821.60    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                             | Manulife Financial Corp                                                         | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       13162 | NS      | $234757.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       55000 | PA      | $43606.73     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $124158.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      105000 | PA      | $19810.02     | 0.00%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1273739.15   | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14470.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2219000 | PA      | $1261199.65   | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      450686 | PA      | $418327.04    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       37229 | NS      | $4087371.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                            | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        1345 | NS      | $625653.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4763.64      | 0.00%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1224.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3492417.49  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                              | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |        6872 | NS      | $449394.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      373000 | PA      | $274198.18    | 0.01%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68595.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                         | Aalberts NV                                                                     | CUSIP: 000000000<br>LEI: 549300EMP9DT6Q35HZ31 | Long             | EC               | CORP              | NL        |        2997 | NS      | $116740.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1380000 | PA      | $1117800.00   | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                   | Komercni Banka AS                                                               | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        3655 | NS      | $105621.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6784.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                       | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |        3719 | NS      | $193722.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4336000 | PA      | $3566155.57   | 0.10%             | 2031-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                            | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-111095.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       96855 | NS      | $1377226.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1236.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals PLC                            | Jazz Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |        5800 | NS      | $923998.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                | GCAT 2021-1 Asset-Backed Notes                                                  | CUSIP: 36169CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1006539 | PA      | $930709.12    | 0.03%             | 2049-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        1800 | NS      | $718488.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                  | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2073.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                      | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1362000 | PA      | $877969.44    | 0.02%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                      | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43165 | PA      | $38050.04     | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac REMICS                                                              | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97515 | PA      | $19000.36     | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                  | Cooper Cos Inc/The                                                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         410 | NS      | $135574.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $107642.57    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2021-V Ltd                                                         | CUSIP: 12565EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3715000 | PA      | $3626743.86   | 0.10%             | 2034-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                        | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |       41259 | NS      | $814870.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                        | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      313230 | NS      | $2088820.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                           | FleetCor Technologies Inc                                                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         320 | NS      | $58777.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4037.26      | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                            | Masonite International Corp                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $201250.00    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26896.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                  | Samsung SDI Co Ltd                                                              | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |         729 | NS      | $342296.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48215.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         355 | NS      | $144825.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2225000 | PA      | $1757750.00   | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                   | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        1400 | NS      | $100912.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-89794.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                 | CUSIP: 3138W6RG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197549 | PA      | $184924.13    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4966.05      | 0.00%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      345000 | PA      | $347008.59    | 0.01%             | 2025-11-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      640000 | PA      | $534469.79    | 0.02%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AST T Rowe Price Large-Cap Growth Portfolio         | AST T Rowe Price Large-Cap Growth Portfolio                                     | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |     1316785 | NS      | $66458163.92  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                          | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      129400 | NS      | $1390457.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEMP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17722 | PA      | $17325.67     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        9460 | NS      | $590020.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp                                                                     | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      410000 | PA      | $357470.51    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                  | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      736000 | PA      | $155078.45    | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                           | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21452.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       19261 | NS      | $6697627.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                | BANK 2018-BNK13                                                                 | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $399718.45    | 0.01%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STRIPS                                              | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      455000 | PA      | $185590.24    | 0.01%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         470 | NS      | $121057.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SMALL CAP VALUE PORTFOL                             | AST SMALL CAP VALUE PORTFOLIO                                                   | CUSIP: 000000000<br>LEI: VJDLIUI6Q37FYO8JPJ71 | Long             | EC               | RF                | US        |      761117 | NS      | $25352798.83  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       20550 | NS      | $1747161.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       16981 | NS      | $1041274.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                      | Stora Enso Oyj                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |       10024 | NS      | $141333.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                        | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        9077 | NS      | $5075223.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107723.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp                                                       | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         780 | NS      | $79864.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1025000 | PA      | $833277.03    | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association               | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-925.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                        | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          82 | NS      | $202226.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                            | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      555000 | PA      | $595492.91    | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Treasurer and Principal Financial and Accounting Officer