# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-009229
**Filing Date:** 2026-2
**Character Count:** 1229698
**Document Hash:** 2df034ce73caae4a6132a61d3639e07f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009229.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-009229

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 26700180

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

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

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

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

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

## Series and Classes Contracts Data

### AST BALANCED ASSET ALLOCATION PORTFOLIO (Series ID: S000006793)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000018401 | AST BALANCED 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 Balanced Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006793

- **c. LEI of Series:** 85CHLOD2DKGZT2I66616

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23541987785.08

**Total Liabilities:** $332244015.60

**Net Assets:** $23209743769.48

**Cash Not Reported:** $96631838.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3687.17885000 | **1-Year:** 115438.59285000 | **5-Year:** 772115.66871000 | **10-Year:** 214189.90684000 | **30-Year:** 37943.87586000

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

- **3-Month:** 2103.43001000 | **1-Year:** 42286.75825000 | **5-Year:** 57816.02669000 | **10-Year:** 23823.33630000 | **30-Year:** 561.90477000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018401 | 1.34%                | 0.50%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $117287772.04            | $139324813.13                              |
| Month 2  | $123652645.03            | $-28929507.75                              |
| Month 3  | $94766599.35             | $-19844193.72                              |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2971086.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17048.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $78929.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                       | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     167122 | NS      | $14633202.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                         | Zurich Insurance Group AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       9577 | NS      | $7246941.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                            | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     250000 | PA      | $257500.00     | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1052868 | PA      | $899874.20     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                   | Region of Lazio Italy                                                            | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    1307032 | PA      | $1438486.70    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1026925.68    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                       | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       4525 | NS      | $1771454.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     185000 | PA      | $181946.67     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2023-REV1                                           | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2585000 | PA      | $2636609.53    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     800000 | PA      | $1093285.04    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         92 | NC      | $54335.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2092231.24    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     460000 | PA      | $468268.95     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     724102 | NS      | $3383523.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       7653 | NS      | $3043215.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     270000 | PA      | $277920.16     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    9550000 | PA      | $6951907.38    | 0.03%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UCB SA                                            | UCB SA                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      25980 | NS      | $7238718.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1541 | PA      | $1586.58       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                    | SITC International Holdings Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    1036000 | NS      | $3707217.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     925000 | PA      | $965635.25     | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21399.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     770000 | PA      | $777908.29     | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $472309.62     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                              | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      47000 | NS      | $3762820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     153165 | PA      | $147885.04     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                  | MercadoLibre Inc                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | UY        |        717 | NS      | $1444224.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                       | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      85374 | NS      | $2385423.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XI-B Ltd                                                      | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15050850.00   | 0.06%             | 2037-07-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2290000 | PA      | $2348617.22    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                            | Otsuka Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      24200 | NS      | $1368733.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                      | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      12591 | NS      | $2851609.68    | 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      | $-36164.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                            | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     195510 | NS      | $8564248.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    6300000 | PA      | $3953955.08    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                         | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     223427 | NS      | $22177167.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                             | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     534000 | PA      | $501124.10     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1130000 | PA      | $604276.35     | 0.00%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                    | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      54040 | NS      | $730214.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     600000 | PA      | $816590.81     | 0.00%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2023-2 LLC                                            | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230222 | PA      | $231502.19     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295000 | PA      | $291082.37     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                        | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      70400 | NS      | $16464448.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $379.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                            | Gabon Blue Bond Master Trust Series 2                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    3000000 | PA      | $3050550.00    | 0.01%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                               | Shift4 Payments Inc                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21382 | NS      | $1346424.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lloyds Banking Group PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    5569530 | NS      | $7366893.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     180000 | PA      | $203545.41     | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140BFDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     453621 | PA      | $460271.06     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                  | Spain Government International Bond                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $138067.82     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                    | MS&AD Insurance Group Holdings Inc                                               | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     252400 | NS      | $5925601.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                         | Ball Corp                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      79000 | NS      | $4184630.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2116426.04    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     600000 | PA      | $622194.00     | 0.00%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-43313.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6096000 | PA      | $6078504.48    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                    | Structured Asset Investment Loan Trust 2004-BNC1                                 | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38995 | PA      | $41261.83      | 0.00%             | 2034-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                           | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     589285 | NS      | $11158064.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     112113 | NS      | $6739112.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2315406.74    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         87 | PA      | $90.35         | 0.00%             | 2036-10-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302752 | PA      | $258211.95     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gates Industrial Corp PLC                         | Gates Industrial Corp PLC                                                        | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |      64256 | NS      | $1379576.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      65300 | NS      | $8426312.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                          | TAV Havalimanlari Holding AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $260625.00     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27727.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                    | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     119000 | NS      | $18229610.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3759146.96    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| TIS Inc                                           | TIS Inc                                                                          | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      42900 | NS      | $1441250.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp                             | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      13697 | NS      | $1453799.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMUNE DI MILANO                                  | City of Milan Italy                                                              | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    1415000 | PA      | $1686835.08    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     370000 | PA      | $372366.27     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 11 Ltd                                                     | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $13043387.50   | 0.06%             | 2037-07-22      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     355000 | PA      | $312384.81     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                   | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     279437 | NS      | $22176120.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                            | SGS SA                                                                           | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       7400 | NS      | $846176.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SEK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $56041.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     125000 | PA      | $128735.34     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2970387 | PA      | $3022041.48    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp                                      | Kyocera Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     206600 | NS      | $2896265.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                          | SMC Corp                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       6900 | NS      | $2387406.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                      | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      60914 | NS      | $8295268.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                          | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     400000 | PA      | $477395.62     | 0.00%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                     | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      14800 | NS      | $2731636.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2189294.18    | 0.01%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                  | Caledonia Generating LLC                                                         | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335908 | PA      | $297299.69     | 0.00%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                            | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    2035000 | PA      | $2353984.95    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                | JAPAN 10Y BOND(OSE)                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         20 | NC      | $-125063.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Music Entertainment Gr                    | Tencent Music Entertainment Group                                                | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | CN        |     121671 | NS      | $2132892.63    | 0.01%             |  |  |  | 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-O            | CORP              | US        |       9698 | PA      | $9555.36       | 0.00%             | 2035-01-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                      | Parallel 2020-1 Ltd                                                              | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     810000 | PA      | $810061.88     | 0.00%             | 2034-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1740139.32    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                       | South32 Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     317340 | NS      | $751177.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        955 | PA      | $985.65        | 0.00%             | 2036-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1230000 | PA      | $1443689.13    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                      | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      21827 | NS      | $7671535.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       7100 | NS      | $3434057.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4200000 | PA      | $3763200.00    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                              | KOREA 10YR BND                                                                   | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        165 | NC      | $78192.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                  | Wartsila OYJ Abp                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     178780 | NS      | $6329637.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                          | Daimler Truck Holding AG                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      35690 | NS      | $1545824.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $481801.44     | 0.00%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          7 | PA      | $7.14          | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                   | Mitsubishi Corp                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     620300 | NS      | $14187927.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13916 | PA      | $14513.07      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                             | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       5808 | NS      | $453783.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     265000 | PA      | $289474.48     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                | Realty Income Corp                                                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      53500 | NS      | $3015795.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2465748.23    | 0.01%             | 2027-01-23      | Fixed         | 2.12%                 | 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        |       -520 | NC      | $204199.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | ULTRA U.S. TREASURY BOND                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -37 | NC      | $61943.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                               | Nomura Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     390400 | NS      | $3252215.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                         | HONG KONG GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    4000000 | PA      | $615771.67     | 0.00%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amer Sports Inc                                   | Amer Sports Inc                                                                  | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      41000 | NS      | $1531350.00    | 0.01%             |  |  |  | No            |                  1 | 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        |     575000 | PA      | $565596.62     | 0.00%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas Clo IX Ltd                                                              | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |      43727 | PA      | $43740.81      | 0.00%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                     | Nomura Research Institute Ltd                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      38600 | NS      | $1468908.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210388.12     | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                        | Ferrari NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       2479 | NS      | $921231.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                                  | PDD Holdings Inc                                                                 | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | IE        |      15316 | NS      | $1736681.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     448000 | PA      | $395913.61     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        957 | NC      | $-113115.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        420 | PA      | $432.04        | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1540926.92    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20057 | PA      | $20433.58      | 0.00%             | 2041-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                      | Newmont Corp                                                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      98200 | NS      | $9805270.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      72000 | NS      | $14796000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     270000 | PA      | $236016.52     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3815278.50    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                             | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |      15942 | NS      | $9257678.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        362 | PA      | $373.66        | 0.00%             | 2037-02-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11760000 | PA      | $5499761.67    | 0.02%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | 3MO EURO EURIBOR                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -216 | NC      | $88780.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      60000 | PA      | $38952.49      | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     647000 | PA      | $625558.91     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-5                                                | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403198 | PA      | $352159.61     | 0.00%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3607417.27    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     355000 | PA      | $370390.34     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                             | Quest Diagnostics Inc                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      10133 | NS      | $1758379.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                           | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      63901 | NS      | $7940433.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1549965 | PA      | $1406545.23    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        464 | PA      | $467.10        | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $255610.03     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BTP                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -4 | NC      | $-4042.69      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5730000 | PA      | $5992311.95    | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     265000 | PA      | $272649.67     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     276000 | PA      | $278894.59     | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                              | Slovenia Government International Bond                                           | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    1400000 | PA      | $1450120.00    | 0.01%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1075000 | PA      | $1097456.75    | 0.00%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                         | Holcim AG                                                                        | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      43015 | NS      | $4187523.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                               | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     707000 | PA      | $708235.93     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $269184.95     | 0.00%             | 2029-07-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1875000 | PA      | $2192482.50    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     230000 | PA      | $275819.12     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -568 | NC      | $187825.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     390000 | PA      | $464885.30     | 0.00%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                 | Ivanhoe Mines Ltd                                                                | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     133010 | NS      | $1512721.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1152209 | PA      | $995426.90     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tikehau                                           | Tikehau CLO XIII DAC                                                             | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |   37500000 | PA      | $44160964.89   | 0.19%             | 2038-10-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     874000 | PA      | $832996.50     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                    | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      90052 | NS      | $14444340.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     958000 | PA      | $1141227.24    | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                | Conagra Brands Inc                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     678000 | NS      | $11736180.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      29000 | NS      | $9396870.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     515000 | PA      | $499269.57     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                | 3MO EURO EURIBOR                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        216 | NC      | $-123357.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      17900 | NS      | $12109887.00   | 0.05%             |  |  |  | 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        |      42472 | PA      | $41198.51      | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Sartorius AG                                      | Sartorius AG                                                                     | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      16547 | NS      | $4764949.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                     | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14600000 | PA      | $15416846.61   | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                     | Affiliated Managers Group Inc                                                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       4800 | NS      | $1383744.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317000 | PA      | $320796.06     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                              | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     160000 | PA      | $147875.92     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                                       | Moncler SpA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      60965 | NS      | $3896896.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20445000 | PA      | $15068603.91   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                     | Celanese Corp                                                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      36400 | NS      | $1538992.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNY Capital Markets, LLC                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-200223.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                   | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1555000 | PA      | $1594325.95    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     413000 | PA      | $414115.94     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54496 | PA      | $54958.15      | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1403660 | PA      | $1407392.98    | 0.01%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        289 | PA      | $303.61        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1314969.80    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                       | LUKOIL PJSC                                                                      | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |       9456 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2364774.78    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2025-SFR6 Trust                                             | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     729795 | PA      | $708076.52     | 0.00%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2150000 | PA      | $2515309.94    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3607000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128FWAJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1157 | PA      | $1164.50       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     316000 | PA      | $330556.13     | 0.00%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3093222.92    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                       | Kajima Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      91700 | NS      | $3419265.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                        | CarMax Inc                                                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31900 | NS      | $1232616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                           | ABB Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     251254 | NS      | $18521829.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $201708.28     | 0.00%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                            | CUSIP: 47048XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   37850000 | PA      | $37925052.77   | 0.16%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591300<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |       3538 | NS      | $85088.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      27000 | NS      | $2144070.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    4657000 | NC      | $565.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     589000 | PA      | $586619.06     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                              | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     530000 | PA      | $641330.41     | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK6                                                                   | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103754 | PA      | $102560.60     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     720970 | PA      | $619697.27     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                        | Magnum Ice Cream Co NV/The                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      18417 | NS      | $294700.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       6500 | NS      | $4047290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     310000 | PA      | $235131.18     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                             | Lincoln National Corp                                                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      39497 | NS      | $1758801.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205919 | PA      | $186495.67     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $2042433.39    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -16407000 | NC      | $-60.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1465419.21    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $713144.27     | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                | Elmwood CLO 25 Ltd                                                               | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25088312.50   | 0.11%             | 2037-04-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1608666.25    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                      | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2928254.65    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     321000 | PA      | $333796.03     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                  | Markel Group Inc                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       1639 | NS      | $3523276.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                            | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1607696.54    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                        | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $621531.61     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $202532.00     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3733.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -78620000 | OU      | $-55265.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2025-2 Ltd                                                    | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15057096.00   | 0.06%             | 2038-03-31      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                        | Scout24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      25082 | NS      | $2519234.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                      | ICG Euro CLO 2023-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |   39000000 | PA      | $45794025.45   | 0.20%             | 2038-10-19      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     962992 | NS      | $52964560.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGUATE TRUST 2 0                               | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $298983.00     | 0.00%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                              | Mitsui OSK Lines Ltd                                                             | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      56100 | NS      | $1686612.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     305000 | PA      | $308897.73     | 0.00%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     875000 | PA      | $997533.26     | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1043852.06    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1353911.64    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | COP CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3565000 | NC      | $21.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1610000 | PA      | $1588279.49    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                            | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4220000 | PA      | $2302124.19    | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      81856 | NS      | $5355810.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5680000 | PA      | $5892167.25    | 0.03%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1282136.39    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Recruit Holdings Co Ltd                           | Recruit Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      98100 | NS      | $5512394.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                           | GSK PLC                                                                          | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     359236 | NS      | $8807466.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1927705.31    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        407 | PA      | $414.38        | 0.00%             | 2035-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                        | BOC Hong Kong Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     833000 | NS      | $4227467.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   14361000 | NC      | $6524.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                       | Bouygues SA                                                                      | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      66234 | NS      | $3443198.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     515000 | PA      | $542264.41     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                  | City of Montreal Canada                                                          | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     700000 | PA      | $465102.48     | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe CLO 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400WHKG8Q1Z8MAE80 | Long             | ABS-CBDO         | CORP              | IE        |    4500000 | PA      | $5291874.48    | 0.02%             | 2038-07-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20897 | PA      | $22102.23      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | 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        |     237423 | NS      | $27562436.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2023-REV2                                           | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $414590.28     | 0.00%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                          | HUDSON RIVER TRADING LLC                                                         | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    1745431 | PA      | $1751854.60    | 0.01%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $453225.13     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    2080000 | PA      | $1274917.19    | 0.01%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | ULTRA U.S. TREASURY BOND                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        838 | NC      | $-1729477.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     900000 | PA      | $947557.79     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     180000 | PA      | $188916.81     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4830253.02    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     191000 | PA      | $183761.60     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                   | Nippon Yusen KK                                                                  | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |     103800 | NS      | $3362246.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                             | iShares MSCI EAFE ETF                                                            | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     683996 | NS      | $65684135.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Gas Co Ltd                                  | Tokyo Gas Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      41000 | NS      | $1625423.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia Canada                                              | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $519869.80     | 0.00%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2376651.09    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     450000 | PA      | $465762.45     | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-818.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     670000 | PA      | $661751.68     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                           | Zebra Technologies Corp                                                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      19300 | NS      | $4686426.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     790000 | PA      | $822834.11     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Aeon Co Ltd                                       | Aeon Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      22000 | NS      | $347536.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $410412.00     | 0.00%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      15251 | NS      | $6914193.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2940220.11    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                          | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1509633.72    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $102881.20     | 0.00%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296QQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        497 | PA      | $501.80        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | 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      | $-24091.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                    | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     199784 | NS      | $48179909.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806050.49     | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1904632.72    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     507000 | PA      | $504203.62     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  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        |      79320 | PA      | $76739.87      | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     500000 | PA      | $595074.27     | 0.00%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2025-2                                                    | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1527000 | PA      | $1539438.94    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                        | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     136302 | NS      | $7337136.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| One Bryant Park Trust                             | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195000 | PA      | $181003.88     | 0.00%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                      | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     700000 | PA      | $832515.30     | 0.00%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |   -7290000 | OU      | $-22170.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main Inc                                   | Core & Main Inc                                                                  | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27199 | NS      | $1413532.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     667452 | PA      | $590346.40     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $493706.22     | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     775000 | PA      | $796836.09     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                 | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     210200 | NS      | $9774300.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1430000 | PA      | $1453514.49    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                              | Sonic Healthcare Ltd                                                             | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     317039 | NS      | $4773651.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                     | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $278935.60     | 0.00%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                         | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $248313.88     | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $571231.19     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -161340000 | OU      | $-9493.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                     | Rio Tinto Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      33823 | NS      | $3299625.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc                                            | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |     139767 | NS      | $2287985.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Ltd                                         | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     487537 | NS      | $3791235.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $3545519.72    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $433434.24     | 0.00%             | 2041-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1555447.09    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                     | Fidelity National Information Services Inc                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     247420 | NS      | $16443533.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                       | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      28594 | NS      | $339274.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4112000 | PA      | $3829826.13    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                             | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      63410 | NS      | $13763774.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $71368.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3329900.17    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                            | Yara International ASA                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     125043 | NS      | $5117011.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1368400 | PA      | $1267884.18    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     700000 | PA      | $767375.00     | 0.00%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                      | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        400 | NS      | $1356600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                        | LANXESS AG                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      78194 | NS      | $1602305.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                          | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     793399 | NS      | $19708031.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     615000 | PA      | $584527.06     | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                                                | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     450000 | PA      | $436370.22     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45214000 | PA      | $41497974.38   | 0.18%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    7181000 | NC      | $1990.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                           | Caisse Francaise de Financement Local SA                                         | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $445871.28     | 0.00%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1573716.71    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                         | Healthpeak Properties Inc                                                        | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     700200 | NS      | $11259216.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                       | Chubu Electric Power Co Inc                                                      | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      66600 | NS      | $1026074.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $430309.16     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14860000 | PA      | $12572953.13   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $106856.17     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                 | Expedia Group Inc                                                                | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19200 | NS      | $5439552.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        965 | PA      | $1025.89       | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                               | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       9200 | NS      | $3882952.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CZK FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13372.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132XTHA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1423 | PA      | $1380.70       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                            | Singapore Exchange Ltd                                                           | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     295100 | NS      | $3884677.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1366690.78    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                | Trinidad Generation UnLtd                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $207188.00     | 0.00%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     540000 | PA      | $543579.43     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $50804.29      | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3375000 | PA      | $3382796.25    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Safran SA                                         | Safran SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      58910 | NS      | $20519358.78   | 0.09%             |  |  |  | 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        |     117636 | NS      | $24554162.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aumovio SE                                        | Aumovio SE                                                                       | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      16434 | NS      | $825185.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-77894.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                        | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      36600 | NS      | $11440428.00   | 0.05%             |  |  |  | No            |                  1 | 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        |     243619 | PA      | $232228.02     | 0.00%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                          | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     116494 | NS      | $40855610.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1999765.08    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DL6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     490000 | PA      | $542069.76     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                       | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      80948 | NS      | $11617656.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Hill INGOTS Ltd                            | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $209168.78     | 0.00%             | 2042-11-10      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium CLO II DAC                                                                | CUSIP: 000000000<br>LEI: 213800HRTED9UC792482 | Long             | ABS-CBDO         | CORP              | IE        |    5000000 | PA      | $5877730.49    | 0.03%             | 2034-06-22      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2380139 | PA      | $2250581.59    | 0.01%             | 2048-05-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $513353.58     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7777.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  112500000 | PA      | $5813062.27    | 0.03%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     665000 | PA      | $681190.66     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                               | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      16899 | NS      | $2026350.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                          | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1025558.53    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                              | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     820000 | PA      | $822504.10     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     570000 | PA      | $582990.73     | 0.00%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1316405.52    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      17406 | NS      | $1427640.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury NZ Ltd                                    | Mercury NZ Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |     180815 | NS      | $673629.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co Ltd                           | Sekisui Chemical Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      90100 | NS      | $1515235.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11220.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                  | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     621190 | NS      | $57894908.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      30000 | PA      | $36480.01      | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DK8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     635000 | PA      | $688965.02     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                | Hikari Tsushin Inc                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       3000 | NS      | $840596.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1230115.26    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     735000 | PA      | $861787.50     | 0.00%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1172946.37    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | 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        |      10407 | PA      | $10490.83      | 0.00%             | 2043-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                            | Cie de Saint-Gobain SA                                                           | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      61723 | NS      | $6276729.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                    | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4001635.60    | 0.02%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | MXN CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -14361000 | NC      | $-184026.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                 | Belimo Holding AG                                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        875 | NS      | $854930.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                 | Shionogi & Co Ltd                                                                | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      90500 | NS      | $1638034.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                               | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      37276 | NS      | $6544547.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      30800 | NS      | $16095772.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     395000 | PA      | $410223.46     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                           | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     257232 | NS      | $25700049.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   19140000 | PA      | $940420.26     | 0.00%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1145000 | PA      | $1256785.66    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                             | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      35322 | NS      | $3888245.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     205306 | PA      | $200509.34     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   75170000 | OU      | $460733.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SingTel                                           | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     225000 | NS      | $796049.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2647162.25    | 0.01%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2534944.11    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                 | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $660711.54     | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | 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        |     800000 | PA      | $792034.57     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $532132.00     | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                      | Tapestry Inc                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      47700 | NS      | $6094629.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1370000 | PA      | $1346559.30    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CP COMBOIOS DE PORTUGAL                           | CP - Comboios de Portugal EPE                                                    | CUSIP: 000000000<br>LEI: 549300VXFS1QY0HKKT27 | Long             | DBT              | CORP              | PT        |    1450000 | PA      | $1841882.52    | 0.01%             | 2030-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                       | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     535000 | PA      | $550080.31     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   12487000 | NC      | $3583.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                    | ACS Actividades de Construccion y Servicios SA                                   | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      51867 | NS      | $5148595.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                            | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      84181 | NS      | $4460485.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138488.25     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91672.67      | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     680000 | PA      | $724443.10     | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                          | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     463000 | PA      | $535417.16     | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                | ENEOS Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     458000 | NS      | $3240398.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1129954.33    | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HANWHA LIFE INSURANCE                             | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     244000 | PA      | $253369.60     | 0.00%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68836 | PA      | $13992.20      | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-124369.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                      | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     264670 | NS      | $11052619.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1655000 | PA      | $1661702.75    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                      | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       6223 | NS      | $2818260.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1985405.14    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1208292.95    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143141.93     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BFLD Trust                                        | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1799997.12    | 0.01%             | 2042-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                            | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1243902 | PA      | $1239967.29    | 0.01%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                    | Park Avenue Institutional Advisers CLO Ltd 2019-2                                | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7502865.75    | 0.03%             | 2034-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     630000 | PA      | $632108.01     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -4657000 | NC      | $-10204.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                              | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       8878 | NS      | $1534473.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4080000 | PA      | $4900301.95    | 0.02%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Taisei Corp                                       | Taisei Corp                                                                      | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      40500 | NS      | $3838222.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                  | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50011.06      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                | Trip.com Group Ltd                                                               | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | SG        |      35343 | NS      | $2541515.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | Ameriprise Financial Inc                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       6918 | NS      | $3392172.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fuji Electric Co Ltd                              | Fuji Electric Co Ltd                                                             | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      30643 | NS      | $2323814.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                            | ANZ Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     357834 | NS      | $8651571.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     102000 | PA      | $63398.58      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                          | NEC Corp                                                                         | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     253100 | NS      | $8563766.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -7181000 | NC      | $-191790.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $451963.05     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | 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        |    2000000 | PA      | $290269.22     | 0.00%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        700 | PA      | $723.77        | 0.00%             | 2036-03-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FN44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          7 | PA      | $6.56          | 0.00%             | 2026-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      81000 | NS      | $8259570.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $240104.73     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                          | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     226311 | NS      | $5429574.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     610000 | PA      | $635377.51     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                            | India Green Power Holdings                                                       | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     259980 | PA      | $253480.50     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106266 | PA      | $100758.15     | 0.00%             | 2050-08-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/CZK FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7232.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $126106.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Series 2014-3R                                                              | CUSIP: 12648GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64829 | PA      | $63244.24      | 0.00%             | 2037-05-27      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     337000 | PA      | $397038.21     | 0.00%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                        | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      30549 | NS      | $20236268.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      49027 | NS      | $8505694.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7439000 | PA      | $7346490.97    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     120000 | PA      | $129596.84     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     275000 | PA      | $287061.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     455000 | PA      | $461743.65     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | 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        |  288757877 | NS      | $288584622.74  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1181359.03    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20279.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-INV1                                                              | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1024228 | PA      | $848269.10     | 0.00%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     620000 | PA      | $620488.92     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     535000 | PA      | $208964.13     | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410TUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        401 | PA      | $426.43        | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $130138.75     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     147000 | PA      | $115488.60     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                          | Province of Saskatchewan Canada                                                  | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $594632.84     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     311000 | PA      | $306326.27     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                           | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      36955 | NS      | $4714349.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OF TORONTO CANADA                            | City of Toronto Canada                                                           | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $178600.88     | 0.00%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22535.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1295401.47    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  211440000 | PA      | $10586862.36   | 0.05%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2590720 | PA      | $2598714.14    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPDR Gold MiniShares Trust                        | SPDR Gold MiniShares Trust                                                       | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | STIV             | RF                | US        |    1110211 | NS      | $94778713.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                         | KDDI Corp                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     205500 | NS      | $3556733.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106308.95     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     178000 | PA      | $216260.76     | 0.00%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555593 | PA      | $529442.02     | 0.00%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $207203.30     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     520000 | PA      | $527427.89     | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | FWD TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   83815000 | NC      | $-743373.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1679308.98    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                        | Genmab A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       2524 | NS      | $782399.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $206552.06     | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3285000 | PA      | $3141794.53    | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aramark                                           | Aramark                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     298200 | NS      | $10991652.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30500000 | PA      | $30605703.85   | 0.13%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                        | iShares Core MSCI EAFE ETF                                                       | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     117574 | NS      | $10518170.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                 | FTAI Aviation Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7600 | NS      | $1496060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      24400 | NS      | $3460652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                  | Osaka Gas Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     130100 | NS      | $4520568.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5842.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26110000 | PA      | $11832416.72   | 0.05%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $492599.74     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $921500.00     | 0.00%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                           | NGC 2024-I Ltd                                                                   | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    9500000 | PA      | $9508416.05    | 0.04%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PGIM Global Real Estate Fund                      | PGIM Global Real Estate Fund                                                     | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |    2266234 | NS      | $46525774.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                      | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     343000 | PA      | $357891.96     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                      | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      71600 | NS      | $7144248.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                   | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $298239.88     | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                         | Axis Capital Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      35600 | NS      | $3812404.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2389657.17    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-768214.27    | -0.00%            |  |  |  | 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        |     100000 | PA      | $104851.24     | 0.00%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                     | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       7200 | NS      | $1843416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     242800 | NS      | $10870156.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Swire Pacific Ltd                                 | Swire Pacific Ltd                                                                | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     142500 | NS      | $1148742.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                   | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      76543 | NS      | $11579425.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1902747.16    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                   | Sony Group Corp                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     645000 | NS      | $16544887.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1310881.37    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1093529.11    | 0.00%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                       | Invesco Ltd                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     355300 | NS      | $9333731.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | PLN CALL VERSUS EUR PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    4737000 | NC      | $7647.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                      | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     540000 | PA      | $517320.00     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      97241 | NS      | $7828291.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     620000 | PA      | $651507.28     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.93          | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                       | Balboa Bay Loan Funding 2024-1 Ltd                                               | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |   24000000 | PA      | $24075710.40   | 0.10%             | 2037-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    1016046 | PA      | $1016740.22    | 0.00%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   20247000 | PA      | $23594676.13   | 0.10%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     753000 | PA      | $860397.59     | 0.00%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1345680.83    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     816000 | PA      | $723690.00     | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $46367.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121813 | PA      | $109809.34     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     665000 | PA      | $649817.21     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     800000 | PA      | $974344.22     | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1130000 | PA      | $1248627.40    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                             | Province of Ontario Canada                                                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    7906000 | PA      | $5808666.74    | 0.03%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1534000 | PA      | $1582100.65    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                           | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     765000 | PA      | $791685.79     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC                          | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     733333 | PA      | $681017.33     | 0.00%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1350000 | PA      | $1139062.50    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                          | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     402000 | PA      | $417328.26     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                    | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14564.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    1100000 | PA      | $1243027.84    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $187853.67     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1759 | PA      | $1724.23       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     360000 | PA      | $202449.38     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5000000 | PA      | $713703.09     | 0.00%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     114166 | NS      | $10495280.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | Franklin Resources Inc                                                           | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     230900 | NS      | $5516201.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         24 | PA      | $25.42         | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     950000 | PA      | $954689.69     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2695000 | PA      | $1028165.15    | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-318525.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      38420 | NS      | $4166087.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                         | Avolta AG                                                                        | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      54756 | NS      | $3229501.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20162000 | PA      | $20190352.82   | 0.09%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                          | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1770842.80    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                       | Bayerische Motoren Werke AG                                                      | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       3636 | NS      | $387453.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      35000 | PA      | $40502.27      | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2145025.87    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                         | Marks & Spencer Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     195469 | NS      | $869844.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                     | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      27776 | NS      | $7144820.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85878.14      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8074.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3619000 | NC      | $-22617.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $584460.21     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                 | Ralph Lauren Corp                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      11507 | NS      | $4068990.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                              | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |      71346 | NS      | $5475344.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $254062.50     | 0.00%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1753101.67    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                             | Tenet Healthcare Corp                                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       9400 | NS      | $1867968.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      43963 | NS      | $4009865.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1082752.00    | 0.00%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                        | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      65200 | NS      | $4804588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     335000 | PA      | $353193.85     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-137226.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1094638.70    | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1749717.25    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296QR44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1024 | PA      | $1031.77       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison Natural Resource Fund               | PGIM Jennison Natural Resource Fund                                              | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |      22643 | NS      | $1675559.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1243128.01    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                         | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     174900 | NS      | $31088475.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOF URSA FUNDING                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503810.85     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     670000 | PA      | $690307.70     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                           | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      17038 | NS      | $592879.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                          | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1403045.03    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-419041.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                          | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    2330000 | PA      | $2803893.21    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                          | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-O            | MUN               | US        |    3285000 | PA      | $3167329.99    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | 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        |    1558000 | PA      | $1511704.66    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Issuer Trust 2025-B                                                 | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     710148 | PA      | $714963.71     | 0.00%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                             | Truist Financial Corp                                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     257208 | NS      | $12657205.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1214 | PA      | $1204.37       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1369716.75    | 0.01%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     745000 | PA      | $750020.15     | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     465000 | PA      | $560636.88     | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $199835.92     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $45034.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                  | JFE Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     137500 | NS      | $1752972.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                          | Texas Electric Market Stabilization Funding M LLC                                | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4859465.80    | 0.02%             | 2051-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                    | Air Liquide SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      21722 | NS      | $4082736.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36181AYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        877 | PA      | $805.52        | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1450000 | PA      | $1799466.24    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5188290 | PA      | $4825840.80    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     103100 | NS      | $29425771.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | Air Products and Chemicals Inc                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      23787 | NS      | $5875864.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      50000 | PA      | $32876.22      | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                    | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      74708 | NS      | $8946283.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-48392.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                          | Oklahoma Development Finance Authority                                           | CUSIP: 6789084F8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-O            | MUN               | US        |    3692858 | PA      | $3671213.79    | 0.02%             | 2033-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31296QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        466 | PA      | $467.85        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7, Ltd                            | Crown Point CLO 7 Ltd                                                            | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190939 | PA      | $190889.96     | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       7017 | NS      | $534037.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-INV2                                               | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246575 | PA      | $215907.42     | 0.00%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2025-SFR3 Trust                                             | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1143617.52    | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     895000 | PA      | $934107.20     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31416BRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1097 | PA      | $1157.87       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                      | WH Group Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    4341000 | NS      | $4835934.91    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CBRE Group Inc                                    | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      19000 | NS      | $3055010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | PHP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22071.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     820000 | PA      | $833000.56     | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                          | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     240000 | PA      | $241995.51     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                    | CWABS Asset-Backed Certificates Trust 2004-BC4                                   | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         82 | PA      | $115.62        | 0.00%             | 2034-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      53500 | NS      | $2433016.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     420000 | PA      | $444546.31     | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1752 | PA      | $1853.02       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                         | H & M Hennes & Mauritz AB                                                        | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      45050 | NS      | $902976.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      38496 | NS      | $559904.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                            | Province of Manitoba Canada                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $859022.26     | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF  | Dimensional International Core Equity Market ETF                                 | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |    4188492 | NS      | $159623430.12  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -1579000 | NC      | $-1191.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                                      | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $942833.63     | 0.00%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418MFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59996 | PA      | $62377.28      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127507 | PA      | $120633.98     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2021-1                                                  | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443390 | PA      | $391458.79     | 0.00%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      36305 | NS      | $31307253.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Hold                    | Pan Pacific International Holdings Corp                                          | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     228000 | NS      | $1358174.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                    | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1912777.41    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1077 | PA      | $1116.26       | 0.00%             | 2036-11-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                           | JX Advanced Metals Corp                                                          | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     157700 | NS      | $1971418.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                     | Marubeni Corp                                                                    | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      87800 | NS      | $2445229.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3095000 | NC      | $0.06          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                               | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    1885000 | PA      | $1942525.49    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     181729 | NS      | $13353446.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      19674 | NS      | $2883814.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $115912.33     | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | 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        |    1436000 | PA      | $1350911.13    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ares Euro CLO                                     | Ares European CLO XI DAC                                                         | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |    3608573 | PA      | $4237577.00    | 0.02%             | 2032-04-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      60000 | PA      | $63161.79      | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     215247 | NS      | $11485579.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     910000 | PA      | $809837.22     | 0.00%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                         | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      43598 | NS      | $15258864.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       7179 | NC      | $-2081222.06   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae Strip                                   | Fannie Mae Interest Strip                                                        | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        264 | PA      | $31.70         | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                               | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    6000000 | PA      | $7079122.75    | 0.03%             | 2031-07-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        582 | PA      | $594.73        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                          | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $277689.00     | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37572.06      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $316844.37     | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                          | Hermes International SCA                                                         | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       3234 | NS      | $8029539.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                         | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     400000 | PA      | $180595.24     | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1019708.21    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                               | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      65100 | NS      | $1830612.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | EUR CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -13730000 | NC      | $-78381.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                          | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    2330000 | PA      | $2770417.42    | 0.01%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                      | Vicinity Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    1414877 | NS      | $2408831.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $207560.00     | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                     | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     233016 | PA      | $234111.55     | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209869.33     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                             | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     312689 | NS      | $25549818.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      72240 | NS      | $9465607.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA/NV                                  | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |       8172 | NS      | $1051595.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1120053.00    | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                      | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |    1012900 | NS      | $2309472.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-38351.33     | -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      | $-381522.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                | Houlihan Lokey Inc                                                               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      12833 | NS      | $2235380.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $88854.72      | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $933992.97     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                  | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388000 | PA      | $387731.28     | 0.00%             | 2031-05-15      | Floating      | 5.07%                 | 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        |    1400000 | PA      | $1381564.73    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     895000 | PA      | $937789.95     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Next PLC                                          | Next PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      34967 | NS      | $6437430.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1156905.60    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230277 | PA      | $226671.46     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     440000 | PA      | $371899.15     | 0.00%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-300435.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                         | Partners Group Holding AG                                                        | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       3797 | NS      | $4658849.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                 | Industrivarden AB                                                                | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       8008 | NS      | $358745.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $240445.92     | 0.00%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                | BX Trust 2019-OC11                                                               | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1898722.80    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                               | Africa Finance Corp                                                              | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |     250000 | PA      | $255910.00     | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                 | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2237308.63    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1391172.92    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                          | Texas Electric Market Stabilization Funding N LLC                                | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $737233.42     | 0.00%             | 2042-02-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1899689.63    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5580573 | PA      | $4804061.71    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -262150000 | OU      | $-123855.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1236 | PA      | $1264.10       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                   | Nordea Bank Abp                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     466381 | NS      | $8774614.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     680000 | PA      | $725131.60     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     665000 | PA      | $684558.58     | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $497880.98     | 0.00%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     580000 | PA      | $585862.64     | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                               | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      58957 | NS      | $4809997.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      24348 | NS      | $21401892.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1306094.77    | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $421894.75     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS PLN PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    1579000 | NC      | $1.14          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                      | Fujikura Ltd                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      36600 | NS      | $4058772.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1140000 | PA      | $1269549.60    | 0.01%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                 | Hammerson Ireland Finance DAC                                                    | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $927860.07     | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1675000 | PA      | $1583230.27    | 0.01%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     285000 | PA      | $303868.56     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                          | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35017150.00   | 0.15%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     294000 | PA      | $282251.24     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                  | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    4920000 | PA      | $5715673.89    | 0.02%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     210000 | PA      | $217222.14     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1383595.76    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | MXN CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   14361000 | NC      | $24.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $806748.07     | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     855000 | PA      | $856321.43     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256150.42     | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138YAG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        795 | PA      | $726.92        | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                        | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      79762 | NS      | $22339469.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     720000 | PA      | $712382.05     | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     385000 | PA      | $401736.07     | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                            | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $270945.00     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                         | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      77668 | NS      | $24241736.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE CAP FIN DAC                              | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     420000 | PA      | $508763.58     | 0.00%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -12487000 | NC      | $-49051.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                  | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     177350 | NS      | $11562867.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2021-BNK32                                                                  | CUSIP: 06542BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $494523.54     | 0.00%             | 2054-04-15      | Fixed         | 1.99%                 | 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        |     312093 | PA      | $307176.71     | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                           | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                  | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $278595.00     | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     600000 | PA      | $601135.95     | 0.00%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                     | OFSI BSL XII Ltd                                                                 | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33250000 | PA      | $33370996.75   | 0.14%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1496812.97    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1086216 | PA      | $926037.21     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                          | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1145000 | PA      | $1212566.45    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     245000 | PA      | $227078.60     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35017.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    2142130 | NS      | $399507245.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     810000 | PA      | $742810.01     | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BBVA                                              | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     593936 | NS      | $13932087.41   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                  | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     193396 | NS      | $13520314.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                 | Suzuki Motor Corp                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      22500 | NS      | $336498.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     975000 | PA      | $887113.40     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85554.79      | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                              | Transport for London                                                             | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    1200000 | PA      | $1601364.60    | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    1307593 | NS      | $355482232.98  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                     | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     180000 | PA      | $211571.96     | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3668 | NC      | $-2049217.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                      | St Pauls CLO                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4685394 | PA      | $5497596.93    | 0.02%             | 2032-01-17      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     445000 | PA      | $442588.14     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $146967.47     | 0.00%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                              | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     181000 | NS      | $9192990.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 40 Ltd                                                                   | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1020000 | PA      | $1020679.83    | 0.00%             | 2034-10-20      | Floating      | 5.18%                 | 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        |    1275000 | PA      | $1209891.31    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                      | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     265000 | PA      | $319054.87     | 0.00%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $190843.84     | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                    | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     269718 | NS      | $25248301.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42235.42      | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   75170000 | OU      | $37.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                            | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       9940 | NS      | $726896.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    5144000 | PA      | $5144923.80    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1420000 | PA      | $451542.83     | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAGESS                                            | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     800000 | PA      | $957808.31     | 0.00%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2646549.77    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     101000 | PA      | $100838.62     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies Inc                                                           | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     395000 | PA      | $396659.95     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     271000 | PA      | $268259.01     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                            | Regions Financial Corp                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     330500 | NS      | $8956550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MongoDB Inc                                       | MongoDB Inc                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      31000 | NS      | $13010390.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | COP CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    3581000 | NC      | $8.37          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                        | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      56784 | NS      | $1255265.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     979000 | PA      | $933631.88     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     970871 | PA      | $1003890.32    | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                             | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1707856.47    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                    | Yangzijiang Shipbuilding Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |    1181100 | NS      | $3190732.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     360000 | PA      | $372733.51     | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                              | Medpace Holdings Inc                                                             | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       3600 | NS      | $2021940.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                       | Swiss Re AG                                                                      | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      15453 | NS      | $2574309.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                             | US Foods Holding Corp                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      91900 | NS      | $6921908.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        911 | PA      | $908.20        | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -303 | NC      | $225303.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -75170000 | OU      | $-267837.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        223 | PA      | $236.16        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      55000 | PA      | $40971.74      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                  | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     213051 | NS      | $4818589.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1700857.72    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3063054 | PA      | $3182759.63    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4416547.73    | 0.02%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                         | Endesa SA                                                                        | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      54075 | NS      | $1945656.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     845000 | PA      | $844332.28     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                   | Invesco US CLO 2023-1 Ltd                                                        | CUSIP: 46146GAQ5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |     705000 | PA      | $706058.21     | 0.00%             | 2037-04-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                    | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     620000 | PA      | $574797.66     | 0.00%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3607000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     418000 | PA      | $381897.43     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     510000 | PA      | $540882.73     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                  | Isuzu Motors Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     376200 | NS      | $5871400.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343050 | PA      | $343416.21     | 0.00%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Kone Oyj                                          | Kone Oyj                                                                         | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      12500 | NS      | $885536.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     490000 | PA      | $492022.48     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Autodesk Inc                                      | Autodesk Inc                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      51800 | NS      | $15333318.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     510000 | PA      | $575377.92     | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1920000 | PA      | $2236076.54    | 0.01%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                          | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    8210000 | PA      | $9447739.22    | 0.04%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -262150000 | OU      | $-12118.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9631790.93    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2024-R1                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388183 | PA      | $386233.64     | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     540000 | PA      | $554677.20     | 0.00%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XIV Ltd                                                            | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4997148.00    | 0.02%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     330000 | PA      | $344579.40     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                          | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    3510000 | PA      | $2263826.49    | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542291.84     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1050226.42    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| On Holding AG                                     | On Holding AG                                                                    | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |     123673 | NS      | $5748321.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      12964 | NS      | $3540209.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/COP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28833.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                            | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $216892.00     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $488946.66     | 0.00%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $381331.05     | 0.00%             | 2030-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    1240901 | PA      | $1241397.15    | 0.01%             | 2031-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3360000 | PA      | $3371840.64    | 0.01%             | 2037-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     425793 | NS      | $51239929.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                        | Kirby Corp                                                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      74600 | NS      | $8219428.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Coles Group Ltd                                   | Coles Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     170956 | NS      | $2443519.51    | 0.01%             |  |  |  | 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        |     385000 | PA      | $379283.17     | 0.00%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     391000 | PA      | $377412.04     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5451.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7250000 | PA      | $2685769.45    | 0.01%             | 2045-08-15      | None          | 0.00%                 | 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      | $44479.48      | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RenaissanceRe Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       5422 | NS      | $1524449.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCE LOCALE                              | Agence France Locale                                                             | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1708373.55    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      10000 | NS      | $1533000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2679530.53    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                          | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      70006 | NS      | $3054429.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                        | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     104267 | NS      | $6711666.79    | 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        |      21166 | NS      | $15953571.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                        | Magnum Ice Cream Co NV/The                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      29405 | NS      | $466719.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -65450000 | OU      | $-3389.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                          | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     733752 | NS      | $11347997.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     489000 | PA      | $456941.04     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1915 | PA      | $1759.16       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                         | Tesco PLC                                                                        | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    2224081 | NS      | $13226229.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      22108 | NS      | $3781573.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $435795.21     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $778889.52     | 0.00%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                      | Securitas AB                                                                     | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      90945 | NS      | $1446309.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                 | Nippon Steel Corp                                                                | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     552200 | NS      | $2259632.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $236509.00     | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -3565000 | NC      | $-99319.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     590000 | PA      | $601600.14     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | 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        |    1618000 | PA      | $2111860.24    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2769828.88    | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                 | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $893293.73     | 0.00%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                       | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      50600 | NS      | $4997762.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     235000 | PA      | $246182.64     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      33007 | NS      | $19125906.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UPG HI Issuer Trust                               | UPG HI 2025-2 Issuer Trust                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $294873.65     | 0.00%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                    | Kingfisher PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    1198310 | NS      | $5044348.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1339 | PA      | $1225.44       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -3563000 | NC      | $-18811.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                               | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     196100 | NS      | $14003501.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital Clo 24 Ltd                                                     | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |    1750000 | PA      | $1755785.50    | 0.01%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                 | Ashtead Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      28659 | NS      | $1953947.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                    | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     370483 | NS      | $3941458.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                   | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      38052 | NS      | $10473051.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176076 | PA      | $158959.04     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                      | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      37133 | NS      | $6165869.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2757750.53    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     300000 | PA      | $361398.68     | 0.00%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     328392 | PA      | $330679.57     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   25696000 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                     | Rio Tinto PLC                                                                    | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     117567 | NS      | $9470144.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $242156.25     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                               | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     613558 | NS      | $19971960.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                       | Daiwa House Industry Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      95000 | NS      | $3155787.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11850 | PA      | $11528.60      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     590000 | PA      | $648415.98     | 0.00%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC                           | Brazos Securitization LLC                                                        | CUSIP: 106230AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     214561 | PA      | $217162.22     | 0.00%             | 2031-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                           | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2680785.46    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | 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       |    1835000 | PA      | $1866193.17    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                             | Fast Retailing Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       7800 | NS      | $2828188.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS CZK PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3051000 | NC      | $2.69          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                  | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     226600 | NS      | $13065756.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                               | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     900000 | PA      | $935667.00     | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Edison International                              | Edison International                                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      37500 | NS      | $2250750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | Janus Henderson Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     226600 | NS      | $10779362.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1146860.05    | 0.00%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                    | NU Holdings Ltd/Cayman Islands                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | BR        |     315714 | NS      | $5285052.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | Centene Corp                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     255700 | NS      | $10522055.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                      | Chugai Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      24000 | NS      | $1259077.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $933431.65     | 0.00%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                       | CUSIP: 880591409<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |       1587 | NS      | $38722.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5376.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | E-MINI RUSS 2000                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        581 | NC      | $-1622181.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583748 | PA      | $605049.22     | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                   | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $553883.99     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     380000 | PA      | $377944.39     | 0.00%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                        | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     117737 | NS      | $28534739.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    7890000 | PA      | $6234485.27    | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    2970000 | PA      | $2067862.50    | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1628827.55    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                    | Daifuku Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      68100 | NS      | $2143494.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     230000 | PA      | $219849.00     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $745439.07     | 0.00%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                            | MSCI EAFE                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       1176 | NC      | $1035395.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2800000 | PA      | $2796270.40    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                           | Ontario Electricity Financial Corp                                               | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |    4000000 | PA      | $2425466.47    | 0.01%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54166 | PA      | $52685.87      | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                          | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      81190 | NS      | $1176243.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    1008397 | NS      | $6966699.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 54 LTD                                                                   | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |   18500000 | PA      | $18566803.50   | 0.08%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        214 | PA      | $220.53        | 0.00%             | 2035-12-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| American Express Co                               | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      87133 | NS      | $32234853.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        591 | PA      | $589.48        | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                             | Travelers Cos Inc/The                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      22814 | NS      | $6617428.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | S&P500 EMINI                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       1558 | NC      | $1071861.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     180000 | PA      | $191055.79     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                 | Admiral Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      39783 | NS      | $1701832.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     340000 | PA      | $328199.07     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Schroders PLC                                     | Schroders PLC                                                                    | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     397859 | NS      | $2174882.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1287371.18    | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                   | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     797000 | PA      | $802056.57     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      13333 | PA      | $13366.68      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $2446630.52    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                           | Zoom Communications Inc                                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      16000 | NS      | $1380640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        564 | NS      | $1294127.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24977.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                 | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     670000 | PA      | $664372.00     | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     930000 | PA      | $964073.52     | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     360339 | NS      | $113074378.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                               | HKT Trust & HKT Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     273000 | NS      | $404246.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  145760000 | PA      | $7795923.92    | 0.03%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22165000 | PA      | $22076686.33   | 0.10%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                         | Repsol SA                                                                        | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     137100 | NS      | $2558069.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                               | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     286749 | NS      | $15151817.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     126000 | PA      | $148618.71     | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6H50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        971 | PA      | $1027.85       | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2124.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                    | City of Ottawa Ontario                                                           | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |     800000 | PA      | $530058.36     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                | Publicis Groupe SA                                                               | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      32413 | NS      | $3366016.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     415000 | PA      | $374384.68     | 0.00%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| TVF VARLIK KIRALAMA AS                            | TVF Varlik Kiralama AS                                                           | CUSIP: 000000000<br>LEI: 7890008K3XQXPH1NO713 | Long             | DBT              | CORP              | TR        |     930000 | PA      | $964875.00     | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                     | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      78594 | NS      | $21086770.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2000000 | PA      | $2099212.75    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $572460.23     | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                         | Kering SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       4650 | NS      | $1624885.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                     | Endeavour Group Ltd/Australia                                                    | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     530244 | NS      | $1292806.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                           | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     175000 | PA      | $182514.26     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5413.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80269 | PA      | $298.38        | 0.00%             | 2026-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                            | AP Moller - Maersk A/S                                                           | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        190 | NS      | $435813.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     805000 | PA      | $839354.38     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                | Ally Financial Inc                                                               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     142400 | NS      | $6449296.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1333 | PA      | $1228.27       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                               | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      25900 | NS      | $1797460.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                     | RB Global Inc                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      42000 | NS      | $4320540.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $242257.56     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                   | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |      88208 | NS      | $3874582.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      36126 | NS      | $38926493.60   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $96188.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    1670000 | PA      | $1942958.16    | 0.01%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                         | Halma PLC                                                                        | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     154571 | NS      | $7336692.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     733000 | PA      | $766909.02     | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                             | Trend Micro Inc/Japan                                                            | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      37400 | NS      | $1553307.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $247863.12     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2021-GR2                                     | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     802526 | PA      | $667182.66     | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                     | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      14400 | NS      | $1451952.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     860000 | PA      | $836756.44     | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                         | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     582770 | NS      | $3757160.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                 | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    1230669 | NS      | $10795775.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15606.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                            | Aristocrat Leisure Ltd                                                           | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      54389 | NS      | $2105637.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                          | Banco Santander Totta SA                                                         | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    1400000 | PA      | $1670916.26    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $701754.81     | 0.00%             | 2031-03-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1521712.70    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                       | Subaru Corp                                                                      | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     103400 | NS      | $2226328.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                        | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       9770 | NS      | $8241423.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 312943CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1037 | PA      | $1016.07       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     140046 | NS      | $2238875.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SWITZERLAND AG                                | UBS Switzerland AG                                                               | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |    2440000 | PA      | $2879234.09    | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government International Bond                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     125000 | PA      | $160300.28     | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-513.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    3070000 | PA      | $3122190.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19580000 | PA      | $19375021.88   | 0.08%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $545292.68     | 0.00%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                            | Mercedes-Benz Group AG                                                           | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      95891 | NS      | $6647364.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26280000 | PA      | $10427246.15   | 0.04%             | 2044-05-15      | None          | 0.00%                 | 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        |     850000 | PA      | $807156.26     | 0.00%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5030000 | PA      | $5129289.69    | 0.02%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Orica Ltd                                         | Orica Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     318079 | NS      | $5137306.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                          | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $260937.50     | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $842016.51     | 0.00%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/DKK FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3186.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     573000 | PA      | $683490.44     | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                     | Ares European CLO XXI DAC                                                        | CUSIP: 000000000<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-CBDO         | CORP              | IE        |     986000 | PA      | $1156484.98    | 0.00%             | 2038-04-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138W4S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1876 | PA      | $1734.91       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                      | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     900000 | PA      | $1055543.27    | 0.00%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2025-2 DAC                                            | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |    1189000 | PA      | $1400488.89    | 0.01%             | 2038-07-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                       | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20250000 | PA      | $20226680.10   | 0.09%             | 2034-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                               | Virtu Financial Inc                                                              | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      95800 | NS      | $3192056.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $903016.30     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                    | Atlas Copco AB                                                                   | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      49025 | NS      | $872771.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21390000 | PA      | $21395848.83   | 0.09%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-412079.87    | -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      | $20823.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                         | Bandai Namco Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      67400 | NS      | $1793924.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $101348.92     | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                 | Allstate Corp/The                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      72300 | NS      | $15049245.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                        | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      72969 | NS      | $6115889.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                   | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     181805 | NS      | $15853396.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $444.60        | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $126570.95     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AST Small-Cap Growth Portfolio                    | AST Small-Cap Growth Portfolio                                                   | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    4229943 | NS      | $364198113.38  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117574 | PA      | $112126.11     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO 2013-1 Ltd                                                     | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     433278 | PA      | $433303.45     | 0.00%             | 2030-10-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9922.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $146260.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     410000 | PA      | $406765.63     | 0.00%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                | Coterra Energy Inc                                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     453000 | PA      | $435502.24     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     320000 | PA      | $317979.97     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1155511.20    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     946690 | PA      | $1110235.70    | 0.00%             | 2030-04-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     913000 | PA      | $573763.44     | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    5000000 | PA      | $847940.80     | 0.00%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2021-BNK34                                                                  | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $203455.49     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     780000 | PA      | $805007.87     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $842.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    5057775 | NS      | $6742061.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2021-GR1                                     | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     778206 | PA      | $643782.79     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Portfolio           | AST PGIM Fixed Income Central Portfolio                                          | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  322575268 | NS      | $3854774455.07 | 16.61%            |  |  |  | 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        |     315000 | PA      | $314641.88     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ST Engineering                                    | Singapore Technologies Engineering Ltd                                           | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     883000 | NS      | $5769606.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   51505000 | PA      | $3179316.25    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                      | AES Corp/The                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      92900 | NS      | $1332186.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73027.56      | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     710000 | PA      | $761325.68     | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | 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        |   22635344 | PA      | $775801.52     | 0.00%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/NOK FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9.92          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2022-2 DAC                                            | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |   15250000 | PA      | $17957288.75   | 0.08%             | 2038-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     355000 | PA      | $340943.79     | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                 | Sekisui House Ltd                                                                | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      44300 | NS      | $988477.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                              | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     165086 | NS      | $4236358.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                    | Kansai Electric Power Co Inc/The                                                 | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |     141900 | NS      | $2228495.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS                                            | Gestion Securite de Stocks Securite SA                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |    1900000 | PA      | $2208348.69    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                           | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    2075000 | PA      | $1875281.25    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                  | Deutsche Bahn AG                                                                 | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $547411.10     | 0.00%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                         | Avoca CLO XXXII DAC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1235000 | PA      | $1453815.53    | 0.01%             | 2039-04-15      | Floating      | 3.18%                 | 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        |     305032 | PA      | $303552.87     | 0.00%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7704.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125178.30     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | 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        | 1800118943 | NS      | $1800118942.88 | 7.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $202755.74     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                              | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    1500000 | PA      | $1431445.50    | 0.01%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                 | Japan Tobacco Inc                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      97800 | NS      | $3515157.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 7 Ltd                                                          | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20072580.00   | 0.09%             | 2037-04-22      | Floating      | 5.48%                 | 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        |     429000 | PA      | $422290.44     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     460000 | PA      | $490602.91     | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1035182.76    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     690000 | PA      | $875759.04     | 0.00%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $19099.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF     | Vanguard Intermediate-Term Corporate Bond ETF                                    | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |     108089 | NS      | $9052453.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Anglo American PLC                                | Anglo American PLC                                                               | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      43122 | NS      | $1783634.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1605696.47    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $149514.75     | 0.00%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1812 | PA      | $1814.56       | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $119417.14     | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                          | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     207100 | NS      | $6038384.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                         | Orion Oyj                                                                        | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      20600 | NS      | $1536917.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                 | ITC Holdings Corp                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     260000 | PA      | $245398.42     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                        | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      36437 | NS      | $16963974.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4243.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                            | Krung Thai Bank PCL/Cayman Islands                                               | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |     630000 | PA      | $627480.00     | 0.00%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                          | European Investment Bank                                                         | CUSIP: 29878TBE3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     300000 | PA      | $220658.63     | 0.00%             | 2037-01-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                              | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      38268 | NS      | $8714388.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO Lt                    | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5017250.00    | 0.02%             | 2038-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61931.95      | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2545000 | PA      | $2702160.21    | 0.01%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                          | Ferguson Enterprises Inc                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      14361 | NS      | $3183997.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                 | Elevation CLO 2016-5 Ltd                                                         | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35117145.00   | 0.15%             | 2038-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73091 | PA      | $62522.49      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     902000 | PA      | $892980.00     | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18137.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     120000 | PA      | $123894.95     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                             | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     465000 | PA      | $568424.32     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      76000 | PA      | $69788.67      | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                         | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      55084 | NS      | $18029544.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                               | Macquarie Group Ltd                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      11582 | NS      | $1565077.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                        | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      54600 | NS      | $6869772.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 Trust                                        | PRM7 Trust 2025-PRM7                                                             | CUSIP: 74290HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $262406.55     | 0.00%             | 2042-11-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                       | Telenor ASA                                                                      | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      24131 | NS      | $350972.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                             | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      27881 | NS      | $5410865.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                              | Banca Mediolanum SpA                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     175555 | NS      | $3986243.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2624.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                        | Biogen Inc                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      43100 | NS      | $7585169.00    | 0.03%             |  |  |  | No            |                  1 | 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      | $30006.79      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                 | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    2187829 | NS      | $7098548.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                    | Seagate Technology Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      12107 | NS      | $3334146.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Allianz SE                                        | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      22818 | NS      | $10550525.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                     | Scentre Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    1332342 | NS      | $3724413.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                              | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     260000 | PA      | $322467.36     | 0.00%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.                              | TCW CLO 2021-1 Ltd                                                               | CUSIP: 87190KAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12542250.00   | 0.05%             | 2038-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195596 | PA      | $178097.78     | 0.00%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                      | Porsche Automobil Holding SE                                                     | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       9744 | NS      | $454610.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/DKK FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-952.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                        | Skanska AB                                                                       | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      64893 | NS      | $1768226.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52823 | PA      | $7786.21       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     270000 | PA      | $280712.38     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | 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        |    2876785 | PA      | $3365096.13    | 0.01%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                  | Coca-Cola HBC AG                                                                 | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      20062 | NS      | $1037879.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                    | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      44600 | NS      | $1391966.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $2003535.77    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |    1208548 | NS      | $116359001.44  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                       | ITOCHU Corp                                                                      | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     616500 | NS      | $7790594.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95029.59      | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18268.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        450 | NC      | $105468.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-129555.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                               | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      59989 | NS      | $7516021.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $1002500.00    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                          | Central Japan Railway Co                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      32900 | NS      | $911329.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                         | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      26524 | NS      | $11309568.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                    | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     312800 | NS      | $7636211.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                        | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     855000 | PA      | $964109.34     | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | 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        |     361290 | PA      | $359442.88     | 0.00%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                     | CAR Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      30438 | NS      | $623409.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1174054.14    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     284116 | NS      | $22808832.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTPAC BANKING CORPORATION                       | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2825.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                            | Emirate of Dubai Government International Bonds                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     295000 | PA      | $222918.23     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $89260.62      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios Clo IV DAC                                                             | CUSIP: 000000000<br>LEI: 635400QGIDXZNEITGK95 | Long             | ABS-CBDO         | CORP              | IE        |   12500000 | PA      | $14693646.06   | 0.06%             | 2038-04-20      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $219564.97     | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     735000 | PA      | $732139.01     | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427Q5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1298802 | PA      | $1300201.28    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                              | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1049072.70    | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1798822.47    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                     | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      25900 | NS      | $2855734.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1000000 | PA      | $1130007.57    | 0.00%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-38870.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                       | Cie Financiere Richemont SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      80246 | NS      | $17305133.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7432628 | PA      | $7538204.43    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     973136 | PA      | $888977.70     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5040000 | PA      | $3993412.50    | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     201000 | PA      | $201542.18     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL                    | London Stock Exchange Group PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      34371 | NS      | $4134436.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     225155 | NS      | $39971767.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     208651 | NS      | $93834527.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183680.27     | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $847461.79     | 0.00%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47683.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp                               | SWF Holdings I Corp                                                              | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     223014 | PA      | $89205.60      | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                     | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     184614 | NS      | $17734020.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     450000 | PA      | $545365.40     | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                   | Sandoz Group AG                                                                  | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      56018 | NS      | $4067252.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                     | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     600000 | PA      | $610465.80     | 0.00%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                 | Entergy Texas Inc                                                                | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67942.94      | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EDP SA                                            | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     300000 | PA      | $362107.32     | 0.00%             | 2028-06-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                             | Valterra Platinum Ltd                                                            | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       4949 | NS      | $413031.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU Aero Engines AG                                                              | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       3477 | NS      | $1441314.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                          | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     780000 | PA      | $806252.57     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/SEK FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $59703.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                    | American International Group Inc                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     183800 | NS      | $15724090.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                    | Ford Credit Auto Owner Trust 2021-REV2                                           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1396023.05    | 0.01%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     113000 | PA      | $122128.12     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                           | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $961811.88     | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    1100000 | PA      | $1489531.52    | 0.01%             | 2032-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                              | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      40700 | NS      | $5391122.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                  | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1853874.21    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $4240625.00    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     714061 | NS      | $345334180.82  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     311000 | PA      | $332977.16     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-267.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                         | Hikma Pharmaceuticals PLC                                                        | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      73349 | NS      | $1529102.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                    | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      31100 | NS      | $20326027.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5730000 | PA      | $2760909.68    | 0.01%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     494187 | NS      | $23711608.41   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1723899.20    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4800000 | PA      | $4184400.00    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     800000 | PA      | $971527.03     | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                            | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     146647 | NS      | $5622445.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     805000 | PA      | $810065.46     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     481068 | PA      | $481325.74     | 0.00%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-103125.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                           | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $250416.32     | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                        | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      64749 | NS      | $3137736.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank                                              | BANK 2019-BNK20                                                                  | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     526148 | PA      | $498524.91     | 0.00%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     385000 | PA      | $403631.08     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 10 DAC                                                         | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-CBDO         | CORP              | IE        |   25000000 | PA      | $29281430.10   | 0.13%             | 2038-04-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $946647.61     | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     895000 | PA      | $912728.65     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83394.74      | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                             | CyberArk Software Ltd                                                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       8437 | NS      | $3763408.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | Hasbro Inc                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      24000 | NS      | $1968000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CZK FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $117.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        645 | PA      | $642.38        | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                 | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     183811 | NS      | $38039686.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                          | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $342935.11     | 0.00%             | 2028-03-08      | Fixed         | 1.38%                 | 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      | $9710.66       | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2350469.56    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                         | Terega SA                                                                        | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1360734.58    | 0.01%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                       | Xiaomi Corp                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | CN        |     287581 | NS      | $1451373.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ravensdale Park CLO DAC                           | Ravensdale Park CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-CBDO         | CORP              | IE        |     895000 | PA      | $1053743.00    | 0.00%             | 2038-04-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                 | Toro European CLO 9 DAC                                                          | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |   15000000 | PA      | $17685111.19   | 0.08%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                       | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1960311.16    | 0.01%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | HKD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2553.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2020-1 Ltd                                                    | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34972738.50   | 0.15%             | 2036-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2320000 | PA      | $2359440.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                    | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     132600 | NS      | $15290106.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     785000 | PA      | $806964.30     | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                              | Parker-Hannifin Corp                                                             | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2803162.25    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     835000 | PA      | $877198.73     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1865293.19    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      56700 | NS      | $5624073.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1209702.44    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                          | Mowi ASA                                                                         | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      25092 | NS      | $603586.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/HKD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7024.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3610000 | PA      | $3794093.03    | 0.02%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1297 | PA      | $1355.72       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $237870.87     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     657000 | PA      | $421301.25     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     720000 | PA      | $906431.76     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                               | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      80315 | NS      | $4705655.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $203775.00     | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                 | Origin Energy Ltd                                                                | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     100100 | NS      | $764414.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                          | Power Sector Assets & Liabilities Management Corp                                | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    2000000 | PA      | $2251160.00    | 0.01%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $269820.70     | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9486.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2278.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                            | Jones Lang LaSalle Inc                                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      39000 | NS      | $13122330.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2050000 | PA      | $1849489.50    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    1469075 | PA      | $1460822.36    | 0.01%             | 2051-06-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1853504.86    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123706.51     | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                         | AvalonBay Communities Inc                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       7770 | NS      | $1408778.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Honeywell International Inc                       | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      49800 | NS      | $9715482.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 24 Ltd                                | Elmwood CLO 24 Ltd                                                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3764696.25    | 0.02%             | 2038-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1050754.22    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                       | SNCF Reseau                                                                      | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     800000 | PA      | $596903.57     | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/CNH FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24973.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                 | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $315450.00     | 0.00%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4672066 | PA      | $4674198.91    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  219300000 | PA      | $823368.60     | 0.00%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                            | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     250000 | PA      | $165990.80     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     640000 | PA      | $668327.68     | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     844000 | PA      | $642798.84     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                       | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     189770 | NS      | $6584079.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $149288.16     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2710000 | PA      | $2807560.00    | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360760.30     | 0.00%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14624.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                   | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     194462 | NS      | $4475553.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     760000 | PA      | $786486.00     | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | 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        |     334312 | PA      | $331793.44     | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     320000 | PA      | $323596.25     | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                     | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      50093 | NS      | $1935135.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM5 Trust                                                              | CUSIP: 59319DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1939074 | PA      | $1943226.21    | 0.01%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                         | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     205800 | NS      | $5931156.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1651100.34    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                             | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      74750 | NS      | $2280171.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $878020.93     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | SEK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8240.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25710000 | PA      | $14393582.81   | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                     | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     184000 | NS      | $6368700.74    | 0.03%             |  |  |  | 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        |     130000 | PA      | $130065.36     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     169000 | PA      | $150832.50     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441012 | PA      | $437756.71     | 0.00%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      73169 | NS      | $6763010.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems Inc                                 | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     354823 | NS      | $27332015.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2155000 | PA      | $2192226.12    | 0.01%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                             | Auto Trader Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      93450 | NS      | $737260.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1220000 | PA      | $1405714.30    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5586.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                 | Covivio SA/France                                                                | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      28907 | NS      | $1918861.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                           | Saab AB                                                                          | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      25812 | NS      | $1497617.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                               | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1700000 | PA      | $1949771.97    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                          | Suriname Government International Bond                                           | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     436000 | PA      | $470989.00     | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                           | Sberbank of Russia PJSC                                                          | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     192384 | NS      | $0.24          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIA Group Ltd                                     | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     969600 | NS      | $9980183.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1169218.23    | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                               | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      27000 | NS      | $3584790.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                          | IHI Corp                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      53600 | NS      | $942319.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LTD                                       | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     930000 | PA      | $965367.90     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $58038.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                          | United States International Development Finance Corp                             | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     555556 | PA      | $545296.41     | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                      | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     951000 | PA      | $999477.78     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $287793.10     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                       | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      17800 | NS      | $1739950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amundi SA                                         | Amundi SA                                                                        | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      50041 | NS      | $4135878.49    | 0.02%             |  |  |  | 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-O            | CORP              | US        |      11664 | PA      | $11245.11      | 0.00%             | 2034-10-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                 | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $714907.00     | 0.00%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2275000 | PA      | $2201972.50    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5462718.22    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     770000 | PA      | $900660.00     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40788.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                     | P3 Group Sarl                                                                    | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $562127.54     | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                             | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      59402 | NS      | $2387960.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1608852.18    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                       | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     476200 | NS      | $14934380.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                      | Insulet Corp                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       9000 | NS      | $2558160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     140000 | PA      | $126555.21     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     131150 | NS      | $25562446.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1731510.31    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     147232 | NS      | $15497640.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $435500.60     | 0.00%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/DKK FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1195.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $344228.11     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2213505.19    | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                      | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1046765.87    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                            | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     283329 | NS      | $6913352.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      68974 | NS      | $28484211.85   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                 | Futu Holdings Ltd                                                                | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |      16317 | NS      | $2679414.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                       | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1026366.00    | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co                             | West Japan Railway Co                                                            | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     116441 | NS      | $2320104.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group Inc                       | Penske Automotive Group Inc                                                      | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      11500 | NS      | $1820335.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XRD85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2915759 | PA      | $2919948.03    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6221.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        762 | PA      | $775.61        | 0.00%             | 2035-12-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2000000 | PA      | $2118944.36    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HKEX                                              | Hong Kong Exchanges & Clearing Ltd                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      75502 | NS      | $3950366.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     680000 | PA      | $627563.50     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1740000 | PA      | $1839684.60    | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1585744.77    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                  | HF Sinclair Corp                                                                 | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      94000 | NS      | $4331520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                      | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1085490.32    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7710000 | PA      | $8052102.72    | 0.03%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1845112.69    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1732.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5056.15       | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $161263.62     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     901796 | PA      | $814370.05     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                     | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      29884 | NS      | $6488414.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $312570.00     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        472 | PA      | $491.56        | 0.00%             | 2037-02-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1943779.01    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     182000 | PA      | $166373.19     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138M8HN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        774 | PA      | $766.17        | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     600000 | PA      | $724637.72     | 0.00%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | AUD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8987.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7238.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $435807.54     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164388 | PA      | $153130.28     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     740000 | PA      | $857436.38     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5710339.11    | 0.02%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        619 | PA      | $615.71        | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                            | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     111701 | NS      | $56146507.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     400000 | PA      | $384776.56     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1715000 | PA      | $1537223.10    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3401366.56    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                        | Dai Nippon Printing Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     127500 | NS      | $2194784.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF INDONESIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-25133.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                      | Carlsberg AS                                                                     | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       5263 | NS      | $688839.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103267.52     | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                      | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     374128 | NS      | $8101141.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $682806.83     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1884515.22    | 0.01%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                          | Asahi Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     250200 | NS      | $2622547.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Amphenol Corp                                     | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     127916 | NS      | $17286568.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDER FINLAND OYJ                                | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |     955000 | PA      | $1050268.48    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                         | Talanx AG                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      36084 | NS      | $4793361.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                        | Legrand SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      36104 | NS      | $5367320.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -17280000 | OU      | $-2955.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF   | State Street Health Care Select Sector SPDR ETF                                  | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     566885 | NS      | $87753798.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                             | Australia Government Bond                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    6310000 | PA      | $3912209.58    | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | 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        |     655000 | PA      | $557646.68     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3581952.74    | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6476733 | PA      | $6586373.18    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                          | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |     250000 | PA      | $236172.50     | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                      | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      85707 | NS      | $19620046.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     416529 | PA      | $419640.00     | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                      | Leonardo SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      58664 | NS      | $3355613.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     745000 | PA      | $771157.32     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO ESTR                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        144 | NC      | $-1323.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                       | Obic Co Ltd                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      81700 | NS      | $2564455.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                 | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1522092.01    | 0.01%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                           | Fiserv Funding ULC                                                               | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1300000 | PA      | $1524246.15    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                                                              | CUSIP: 291011BV5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2534637.14    | 0.01%             | 2037-03-15      | Fixed         | 3.50%                 | 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        |     690000 | PA      | $524617.83     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                             | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      42727 | NS      | $11689050.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                 | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     427000 | PA      | $426291.69     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                          | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     147982 | NS      | $6418831.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83330.08      | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133BSPX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     349210 | PA      | $355759.37     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-176398.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES3                                              | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184759 | PA      | $186928.92     | 0.00%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                    | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3750448.67    | 0.02%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $103358.51     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     630000 | PA      | $625590.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                                 | Computershare Ltd                                                                | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     128390 | NS      | $2909776.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                 | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     862200 | NS      | $18517553.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     825000 | PA      | $815609.51     | 0.00%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                  | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10037254.00   | 0.04%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 2023-3 Ltd                                                            | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   14000000 | PA      | $14025701.20   | 0.06%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                    | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    2700000 | PA      | $3219975.92    | 0.01%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -11390000 | OU      | $-14163.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                             | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1248450000 | PA      | $6516119.15    | 0.03%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                             | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  100000000 | PA      | $615128.89     | 0.00%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                   | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56801.51      | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1372303.62    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                          | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    1000000 | PA      | $1031648.60    | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1255667.10    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XVII Ltd                                                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    2550000 | PA      | $2558358.14    | 0.01%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2655000 | PA      | $2632631.62    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                           | India Clean Energy Holdings                                                      | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     250000 | PA      | $242500.00     | 0.00%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                             | Mountain View CLO IX Ltd                                                         | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     104525 | PA      | $104527.70     | 0.00%             | 2031-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-25435.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                     | Lasertec Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       1800 | NS      | $342976.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      42900 | NS      | $10876008.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $726406.66     | 0.00%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ericsson                                          | Telefonaktiebolaget LM Ericsson                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     547152 | NS      | $5324905.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     161496 | PA      | $148949.34     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                       | Northern Star Resources Ltd                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     131192 | NS      | $2308670.96    | 0.01%             |  |  |  | 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      | $46261.17      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Dover Corp                                        | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      34049 | NS      | $6647726.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S                    | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     334112 | PA      | $319680.83     | 0.00%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     780000 | PA      | $782529.72     | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |  -12280000 | OU      | $-567.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                       | Pandora A/S                                                                      | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      14987 | NS      | $1657353.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     130689 | NS      | $8538851.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71605000 | PA      | $72041342.97   | 0.31%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                              | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      12750 | NS      | $666155.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      82738 | NS      | $2077046.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1321 | PA      | $1368.94       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2942704.97    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38770000 | PA      | $18417750.14   | 0.08%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $421937.07     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                              | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      10056 | NS      | $1371336.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26638.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245893.61     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                            | Corp Andina de Fomento                                                           | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    1300000 | PA      | $1565734.77    | 0.01%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                 | Oracle Corp Japan                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       7200 | NS      | $605153.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd                                     | REA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       3327 | NS      | $405577.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     101000 | PA      | $100886.25     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     468000 | PA      | $464494.11     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1744716.28    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                    | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $206091.63     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1220000 | PA      | $1139642.63    | 0.00%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC                                              | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     102389 | NS      | $31114993.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | C$ CURRENCY                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -85 | NC      | $-101755.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      39406 | NS      | $2510556.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                        | Boliden AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      90127 | NS      | $4992700.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $96835.00      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3080000 | PA      | $3560387.60    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                             | Kirin Holdings Co Ltd                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      90800 | NS      | $1359186.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                      | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      66467 | NS      | $2629787.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $297430.37     | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| adidas AG                                         | adidas AG                                                                        | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      11143 | NS      | $2205043.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20443 | PA      | $20520.19      | 0.00%             | 2054-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $868600.90     | 0.00%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11270.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS CMBX.NA.AAA.17                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-22609.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                           | KeyCorp                                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     132200 | NS      | $2728608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249570.05     | 0.00%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     243000 | PA      | $241755.34     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                           | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       1183 | NS      | $772557.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                    | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $231999.53     | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118852 | PA      | $119643.76     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                    | Alpek SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $233515.63     | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    1865000 | PA      | $2123417.49    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                           | Arthur J Gallagher & Co                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      50994 | NS      | $13196737.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                    | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     847797 | NS      | $195688503.54  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF ROMANIA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $580.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                               | Eastman Chemical Co                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      70300 | NS      | $4487249.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      87557 | NS      | $28903441.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      45000 | PA      | $46091.58      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2067367.40    | 0.01%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Fresnillo PLC                                     | Fresnillo PLC                                                                    | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |     114125 | NS      | $5088886.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                   | Bunge Global SA                                                                  | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      23400 | NS      | $2084472.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     850000 | PA      | $1030245.43    | 0.00%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                    | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $342075.33     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                    | Five Below Inc                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      41415 | NS      | $7800929.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385XBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1542 | PA      | $1584.90       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         51 | NC      | $-104332.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                           | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     501214 | NS      | $2251570.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      77514 | NS      | $15891920.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     975000 | PA      | $966919.46     | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1997317 | PA      | $1703411.94    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                             | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      15728 | NS      | $3333235.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | East West Bancorp Inc                                                            | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      28472 | NS      | $3199968.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M Co                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      64615 | NS      | $10344861.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    3315000 | PA      | $3931083.84    | 0.02%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $665997.59     | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                            | City of Toronto Canada                                                           | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     900000 | PA      | $607589.67     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   11390000 | OU      | $26589.53      | 0.00%             |  |  |  | No            |                  2 | 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        |     942821 | PA      | $894687.36     | 0.00%             | 2052-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                               | Northern Trust Corp                                                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      59000 | NS      | $8058810.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                      | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      94536 | NS      | $7292945.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     160000 | PA      | $166806.21     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2955000 | PA      | $2699852.00    | 0.01%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2220344 | PA      | $2284576.38    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47104.80      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2066494.71    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                               | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $842472.00     | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9400000 | PA      | $9832017.42    | 0.04%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8067.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      53000 | PA      | $56699.36      | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                   | Morningstar Inc                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       7500 | NS      | $1629825.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK PLC                                  | Santander UK PLC                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $4138458.34    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $1005848.98    | 0.00%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102537.92     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     880000 | PA      | $904200.00     | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                         | Segro PLC                                                                        | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     320304 | NS      | $3103147.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                     | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |    1169900 | NS      | $3907466.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     795000 | PA      | $842700.00     | 0.00%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                          | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    2700000 | PA      | $2454543.00    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46389.73     | -0.00%            |  |  |  | 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        |    1548000 | PA      | $1480870.30    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     222000 | PA      | $215726.46     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     281555 | NS      | $32854652.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                           | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     210320 | NS      | $2740469.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11863.24      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kesko Oyj                                         | Kesko Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      15144 | NS      | $341713.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     950000 | PA      | $995115.05     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                             | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $904309.75     | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     129409 | PA      | $129404.70     | 0.00%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     245000 | PA      | $255256.17     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-50003.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     578000 | PA      | $505628.62     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     259000 | PA      | $244421.94     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                           | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     139000 | PA      | $95615.90      | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                              | Ferrovie dello Stato Italiane SpA                                                | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $834189.87     | 0.00%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                         | Argenx SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       6737 | NS      | $5665480.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53502.47      | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3786400.62    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        450 | PA      | $463.84        | 0.00%             | 2037-08-01      | Floating      | 6.28%                 | 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        |    4530000 | PA      | $4530362.40    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2004219.89    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | 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      | $3826.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                       | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       6808 | NS      | $2299402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1385998.39    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                  | Daito Trust Construction Co Ltd                                                  | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     208500 | NS      | $3970251.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3740000 | PA      | $4009691.40    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      10004 | NS      | $2063124.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        557 | PA      | $560.92        | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $744.00        | 0.00%             | 2046-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     540000 | PA      | $524262.51     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1520000 | PA      | $1663049.02    | 0.01%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1170000 | PA      | $1162988.97    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-76.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1104170.31    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | 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        |     105000 | PA      | $96490.64      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     355000 | PA      | $346792.40     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $222990.84     | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $212000.00     | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                              | Las Vegas Sands Corp                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      20800 | NS      | $1353872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alstom SA                                         | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     230811 | NS      | $6809366.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     795697 | NS      | $5498350.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6086067 | PA      | $6323416.55    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                               | Iceland Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    1000000 | PA      | $1107523.05    | 0.00%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $16426.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3390936 | PA      | $3508246.13    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     896000 | PA      | $900601.08     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        797 | PA      | $837.34        | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     430000 | PA      | $392461.76     | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1257450.25    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 11 Ltd                                                         | CUSIP: 37149HAL0<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | KY        |    2335000 | PA      | $2344127.75    | 0.01%             | 2037-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     390000 | PA      | $391156.47     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      86972 | PA      | $82061.85      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                          | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     165219 | PA      | $165220.15     | 0.00%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                   | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     236559 | NS      | $10772896.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24            | AUST 3YR BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       -376 | NC      | $-26860.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $90029.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                          | Corp Inmobiliaria Vesta SAB de CV                                                | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $302884.50     | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3580372.04    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     155000 | PA      | $171649.66     | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     998000 | PA      | $731359.55     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                            | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      15704 | NS      | $2662299.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     220000 | PA      | $212699.39     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                             | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      73995 | NS      | $24911156.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1564159.22    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                   | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      52957 | NS      | $3911404.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                               | EssilorLuxottica SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      47365 | NS      | $14976715.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $9794.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LTD                                           | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     520000 | PA      | $512850.00     | 0.00%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development                     | Sumitomo Realty & Development Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      25000 | NS      | $627648.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                         | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     245000 | NS      | $4343850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AST Large-Cap Growth Portfolio                    | AST Large-Cap Growth Portfolio                                                   | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |   12704096 | NS      | $1403167442.96 | 6.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                    | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      11137 | NS      | $1547040.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2669000 | PA      | $1872356.88    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1132 | PA      | $1174.02       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1863679.78    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     365000 | PA      | $385751.37     | 0.00%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                     | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     180720 | NS      | $7410765.69    | 0.03%             |  |  |  | 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      | $1994.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1216032.26    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255459.35     | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     900000 | PA      | $1072835.71    | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1986081.74    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                        | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      26600 | NS      | $1688036.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     440000 | PA      | $429934.75     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PulteGroup Inc                                    | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      55400 | NS      | $6496204.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc AB                                         | Epiroc AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      26092 | NS      | $524934.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1774363.97    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4996779.84    | 0.02%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2900.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     734936 | PA      | $684831.12     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    3574000 | PA      | $2859200.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                       | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     157084 | NS      | $4416691.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $6629765.63    | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                          | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       7900 | NS      | $9599132.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1399 | PA      | $1406.94       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                         | Woodside Energy Group Ltd                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     167706 | NS      | $2614974.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2550000 | PA      | $2626860.83    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     133000 | PA      | $100003.44     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     249000 | PA      | $261292.89     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12385.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                      | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      26852 | NS      | $2655756.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     315000 | PA      | $321909.07     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100003 | PA      | $100725.42     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                     | Sona Fios CLO II DAC                                                             | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |   35000000 | PA      | $41170384.38   | 0.18%             | 2037-02-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $801602.18     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                   | Mitsui & Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     268100 | NS      | $7961856.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26115000 | PA      | $10821153.06   | 0.05%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237800.12     | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     510000 | PA      | $490321.77     | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                          | NTPC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    2200000 | PA      | $2575925.58    | 0.01%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-117862.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS                      | City of Los Angeles Department of Airports                                       | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     225000 | PA      | $242541.54     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     520000 | PA      | $529191.10     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                           | M&G PLC                                                                          | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     211591 | NS      | $814585.13     | 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        |   22306000 | PA      | $26613040.88   | 0.11%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XV DAC                                                    | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |    5567521 | PA      | $6542502.50    | 0.03%             | 2032-08-26      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties                     | Gaming and Leisure Properties Inc                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     107378 | NS      | $4798722.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1205000000 | PA      | $6310686.70    | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                 | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     117900 | NS      | $4318677.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     785000 | PA      | $806289.38     | 0.00%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2732832.09    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $30092.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13533 | PA      | $13162.80      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     410000 | PA      | $409275.47     | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                       | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     297501 | PA      | $296096.50     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                           | Naturgy Energy Group SA                                                          | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |      57350 | NS      | $1746213.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $300583.38     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Tokyo Electron Ltd                                | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      12500 | NS      | $2784092.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $352196.54     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $269011.77     | 0.00%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      11200 | NS      | $1312752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                       | Balboa Bay Loan Funding 2022-1 Ltd                                               | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20492900.85   | 0.09%             | 2037-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15894.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3207763.81    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                       | Equinor ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      99014 | NS      | $2334931.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                    | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | IN        |      10390 | NS      | $853226.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VOLKSWAGEN LEASING GMBH                           | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     390000 | PA      | $420369.28     | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        905 | PA      | $849.57        | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5788244.11    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   18500000 | PA      | $3269152.43    | 0.01%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     710000 | PA      | $707475.48     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                | Crown Holdings Inc                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      14462 | NS      | $1489152.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $378240.70     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25496.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                            | MatsukiyoCocokara & Co                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     164900 | NS      | $2855010.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                           | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $109187.61     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                           | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      16226 | NS      | $2268719.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     255000 | PA      | $248479.78     | 0.00%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                         | Fresenius Medical Care AG                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      96078 | NS      | $4589220.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                            | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1044547.35    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2654751 | PA      | $2770559.36    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                     | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198095 | PA      | $189788.81     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                                | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2360288.37    | 0.01%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      38363 | NS      | $4017373.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $144.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     324288 | PA      | $51451.26      | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279135.14     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      79433 | NS      | $18374441.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     900000 | PA      | $896065.76     | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2271947.41    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $485025.01     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Munich Re                                         | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      16218 | NS      | $10672845.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     381823 | NS      | $17630525.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                        | Daiwa Securities Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     117900 | NS      | $1033251.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                        | Asics Corp                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     228900 | NS      | $5495080.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3771.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                       | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2853.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                       | Murata Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     244800 | NS      | $5059515.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                               | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      28629 | NS      | $8165563.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2805000 | PA      | $2871136.29    | 0.01%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     770000 | PA      | $773095.40     | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                     | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     153364 | NS      | $1679444.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $733269.93     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     131000 | PA      | $136257.07     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                               | MINEBEA MITSUMI Inc                                                              | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     220600 | NS      | $4438820.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                          | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    2149773 | NS      | $22351910.50   | 0.10%             |  |  |  | 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        |     567000 | PA      | $601162.20     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1451.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                               | Amadeus IT Group SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      28419 | NS      | $2103319.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $15.53         | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     600000 | PA      | $460254.04     | 0.00%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000 | PA      | $148366.20     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     200535 | NS      | $4816850.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor CLO Ltd                                  | Sculptor CLO XXVIII Ltd                                                          | CUSIP: 81124LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20025446.00   | 0.09%             | 2035-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                             | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      30511 | NS      | $7841021.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                          | Nova Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       4272 | NS      | $1428099.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                      | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     801597 | NS      | $22531475.91   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                             | Prologis Euro Finance LLC                                                        | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     340000 | PA      | $424885.71     | 0.00%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16947.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1180083 | PA      | $1179733.93    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     700000 | PA      | $708373.49     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     297000 | PA      | $254691.50     | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Shimano Inc                                       | Shimano Inc                                                                      | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       9800 | NS      | $1024795.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                             | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     500000 | PA      | $84504.88      | 0.00%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1292 | PA      | $1339.98       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     275000 | PA      | $353074.15     | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        823 | PA      | $869.94        | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                             | JD Sports Fashion PLC                                                            | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    2495320 | NS      | $2828413.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     580000 | PA      | $598560.44     | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | NOK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14367.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $508114.46     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                | Elmwood CLO 40 Ltd                                                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18027018.00   | 0.08%             | 2038-03-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $599270.82     | 0.00%             | 2038-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1191 | PA      | $1207.06       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36296XZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1569 | PA      | $1606.52       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AST Hotchkis & Wiley Large-Cap Value Portfolio    | AST Hotchkis & Wiley Large-Cap Value Portfolio                                   | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |    8670019 | NS      | $529131263.92  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     710000 | PA      | $871203.29     | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       6283 | NS      | $6721930.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     235000 | PA      | $155262.11     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Robinhood Markets Inc                             | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      19616 | NS      | $2218569.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS STANDARD CHARTERED BANK                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2209.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                            | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      72659 | NS      | $4162764.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                            | FUJIFILM Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      47900 | NS      | $1016361.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1857138 | PA      | $1583568.30    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        821 | PA      | $812.97        | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      45000 | PA      | $46091.58      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                          | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649554.77     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1172113.39    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1779134.46    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                         | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     238600 | NS      | $6978401.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                 | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     173363 | NS      | $18204848.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-135753.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       3600 | NS      | $1285812.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    1572681 | PA      | $1572658.60    | 0.01%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3563380.98    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     240000 | PA      | $246929.78     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1108099.81    | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                        | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    8097441 | PA      | $9138871.02    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     204699 | NS      | $11041464.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                              | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $1001768.68    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     620000 | PA      | $628391.13     | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899309.96     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-210561.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        891 | PA      | $931.52        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     319991 | PA      | $316105.59     | 0.00%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     485000 | PA      | $468137.46     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                        | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2372175 | PA      | $2486491.49    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-TY                                                                | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299635.53     | 0.00%             | 2038-09-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                      | Landsvirkjun                                                                     | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    2100000 | PA      | $2447954.53    | 0.01%             | 2026-07-24      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                          | Empresa de Transporte de Pasajeros Metro SA                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     700000 | PA      | $872368.16     | 0.00%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     480000 | PA      | $488534.35     | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                  | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     600000 | PA      | $623216.10     | 0.00%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     235000 | PA      | $247392.04     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-8753.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                   | Cairn Homes PLC                                                                  | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |    1146084 | NS      | $2788193.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21380 | PA      | $22631.02      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     761000 | PA      | $802118.76     | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1490000 | PA      | $1647954.90    | 0.01%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | Lincoln Electric Holdings Inc                                                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      11400 | NS      | $2731896.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57114 | PA      | $57424.30      | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    1300000 | PA      | $1467092.65    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     600000 | PA      | $528562.50     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $580147.88     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $364455.17     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PHILIPPINES                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-14898.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                    | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $137354.88     | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                          | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1461587.42    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                    | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      56003 | NS      | $17837515.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890000 | PA      | $824390.95     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Commerzbank AG                                    | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      11024 | NS      | $465263.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                         | Hoya Corp                                                                        | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      65800 | NS      | $9979859.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $926443.70     | 0.00%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Evolution Mining Ltd                              | Evolution Mining Ltd                                                             | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     421363 | NS      | $3526277.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                          | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685467.12     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     695000 | PA      | $704437.94     | 0.00%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PERU                                                             | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-10322.51     | -0.00%            |  |  |  | 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        |     916181 | PA      | $870829.87     | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $76021.50      | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45617 | PA      | $46210.25      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                    | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     256500 | NS      | $3940666.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                             | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       8225 | NS      | $2374722.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1954499.70    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-3 A PTT                           | American Airlines 2016-3 Class A Pass Through Trust                              | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85974 | PA      | $82462.37      | 0.00%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1645000 | PA      | $1606967.60    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3062520 | PA      | $3066287.06    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                          | Huatai Securities Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     677270 | NS      | $2291284.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1592 | NC      | $-61416.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-475586.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                      | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      27643 | NS      | $2757592.53    | 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        |     400000 | PA      | $449080.45     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     425000 | PA      | $423922.84     | 0.00%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    1000000 | PA      | $1041250.00    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                | AerCap Holdings NV                                                               | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      34300 | NS      | $4930968.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                        | Sandvik AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     239000 | NS      | $7719960.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                         | Kawasaki Kisen Kaisha Ltd                                                        | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     124000 | NS      | $1726107.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                          | Vinci SA                                                                         | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      81317 | NS      | $11439927.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5950000 | PA      | $2429820.01    | 0.01%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                  | ASR Nederland NV                                                                 | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     101372 | NS      | $7212698.53    | 0.03%             |  |  |  | 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      | $180.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $48577.04      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     206484 | PA      | $208481.33     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                            | DIAMOND SPORTS NET LLC                                                           | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     198668 | PA      | $68965.71      | 0.00%             | 2028-01-03      | Fixed         | 10.32%                | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                  | City of Montreal Canada                                                          | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $365924.74     | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        547 | PA      | $572.06        | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                           | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     485000 | PA      | $612970.69     | 0.00%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $492328.73     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                           | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2100375.24    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                    | Highbridge Loan Management 5-2015 Ltd                                            | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |    2027449 | PA      | $2026719.54    | 0.01%             | 2030-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                          | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      29220 | NS      | $1566192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   17280000 | OU      | $13778.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                    | Carlyle US CLO 2024-8 Ltd                                                        | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15500000 | PA      | $15562468.10   | 0.07%             | 2037-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                | Essex Portfolio LP                                                               | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1168406.92    | 0.01%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                     | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       9728 | NS      | $3018014.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      34200 | NS      | $1498986.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6373920.82    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                        | NIDEC CORP                                                                       | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      30500 | NS      | $414129.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140QFBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5448021 | PA      | $4710230.59    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                 | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     263797 | NS      | $8358421.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     725000 | PA      | $727394.10     | 0.00%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1193 | PA      | $1245.18       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -286 | NC      | $25647.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIKA SLOVENIJA                               | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     300000 | PA      | $369039.54     | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                          | TDK Corp                                                                         | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      88600 | NS      | $1253490.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     825000 | PA      | $808259.13     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1670 | PA      | $1712.32       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $6292905.03    | 0.03%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     723000 | PA      | $466808.33     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1100000 | PA      | $1071787.69    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     211830 | NS      | $139826864.70  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp                                                              | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $495254.34     | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $755654.14     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-10963.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                          | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       2800 | NS      | $1364300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $751.48        | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     419000 | PA      | $409240.98     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                      | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    1218908 | NS      | $14902521.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1025000 | PA      | $983036.50     | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        779 | PA      | $802.32        | 0.00%             | 2037-01-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3907000 | PA      | $3960452.29    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                       | Swedish Orphan Biovitrum AB                                                      | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      34746 | NS      | $1246932.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10185000 | PA      | $11444406.06   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                       | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      52096 | NS      | $7084535.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1071.88      | -0.00%            |  |  |  | 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-O            | CORP              | US        |       4738 | PA      | $4724.15       | 0.00%             | 2034-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | CHUBB INA HOLDINGS LLC                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $280297.60     | 0.00%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                       | FinecoBank Banca Fineco SpA                                                      | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      55952 | NS      | $1449691.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | TENNECO INC                                                                      | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     965151 | PA      | $945365.52     | 0.00%             | 2028-11-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1233574.01    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     700000 | PA      | $741913.96     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1001207.43    | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                         | CK Hutchison Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     578000 | NS      | $3929510.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     630000 | PA      | $612314.09     | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     790000 | PA      | $710034.34     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $903.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                        | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      89700 | NS      | $6025149.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  110500000 | PA      | $5691846.87    | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison Emerging Markets                    | PGIM Jennison Emerging Markets                                                   | CUSIP: 743969628<br>LEI: N/A                  | Long             | EC               | RF                | US        |     615812 | NS      | $12143818.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1272 | PA      | $1287.31       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     725000 | PA      | $526659.39     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $236396.15     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                          | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $699997.30     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     151111 | NS      | $11940791.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $137850.02     | 0.00%             | 2042-03-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                          | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10536690.15   | 0.05%             | 2037-10-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS CITIGROUP INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $27571.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      38700 | NS      | $6269787.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3183913.82    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                          | Sartorius Stedim Biotech                                                         | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       1584 | NS      | $389064.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     635000 | PA      | $649433.67     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2069180.40    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1397737.13    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                  | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $329355.97     | 0.00%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     444000 | PA      | $471668.11     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                   | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     164419 | NS      | $30427272.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     700000 | PA      | $617410.59     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CMBX.NA.AAA.18                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $11630.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3290663.81    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2204531.79    | 0.01%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                  | City of Montreal Canada                                                          | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     700000 | PA      | $488522.23     | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                               | BlueScope Steel Ltd                                                              | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      21117 | NS      | $337186.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                     | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       2282 | NS      | $2442515.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1140000 | PA      | $1171201.80    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                 | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     109136 | NS      | $15310534.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                          | Enel Finance America LLC                                                         | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     650000 | PA      | $468245.44     | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                     | Fortescue Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     316435 | NS      | $4627069.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Inc                                    | AutoNation Inc                                                                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6400 | NS      | $1321472.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS CHINA DEVELOPMENT BANK                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-17112.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1338166.31    | 0.01%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141832 | PA      | $142862.30     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     870000 | PA      | $885720.20     | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                               | Fortive Corp                                                                     | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     372000 | PA      | $437633.61     | 0.00%             | 2026-02-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      69999 | NS      | $12986214.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60300 | NS      | $5124294.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO                         | Rockford Tower Europe Clo 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |    2020000 | PA      | $2378572.04    | 0.01%             | 2037-10-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                         | Logitech International SA                                                        | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      35265 | NS      | $3580034.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1391263.97    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     666000 | PA      | $634664.50     | 0.00%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22438.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $953.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                          | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $795816.96     | 0.00%             | 2042-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                     | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     124400 | NS      | $1033108.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2586000 | PA      | $2541575.74    | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1840618.47    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     900000 | PA      | $1071228.88    | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                           | Lineage Europe Finco BV                                                          | CUSIP: 53568AAA8<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    2600000 | PA      | $3001498.41    | 0.01%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                      | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      32600 | NS      | $7851710.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1450000 | PA      | $1484756.50    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                    | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3476927.57    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2604307.04    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-7177.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                  | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      90300 | NS      | $8024961.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | Ares Management Corp                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      19092 | NS      | $3085839.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $609076.47     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2153965.56    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP PLC                                            | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    1237635 | NS      | $7217842.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     430000 | PA      | $541341.19     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                             | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $223396.12     | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     582785 | PA      | $602058.70     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $515502.00     | 0.00%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                        | FedEx Corp                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      21400 | NS      | $6181604.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-35563.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $4032492.28    | 0.02%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                        | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     165017 | NS      | $35340040.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L                    | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       9804 | NS      | $721868.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138251 | PA      | $139214.27     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                            | SCREEN Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      16800 | NS      | $1636393.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6145000 | PA      | $6418391.66    | 0.03%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     106059 | NS      | $60546961.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $128286.75     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                    | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      24900 | NS      | $6850986.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149563.95     | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -11390000 | OU      | $-7289.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     635000 | PA      | $651047.73     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                         | DHL GROUP                                                                        | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     151271 | NS      | $8248158.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1103216.72    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                            | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $398443.45     | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                    | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      85747 | NS      | $92150585.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      99194 | NS      | $3465728.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                       | Kanzhun Ltd                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | CN        |      34913 | NS      | $711526.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                          | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     151518 | NS      | $27788401.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     825000 | PA      | $806678.75     | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                   | Shiseido Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      33000 | NS      | $480246.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8032.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XXIV Ltd                                                            | CUSIP: 89642XAE4<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |    8250000 | PA      | $8259304.35    | 0.04%             | 2037-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     171000 | PA      | $181897.97     | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                            | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $768596.10     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                | Cenovus Energy Inc                                                               | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     334900 | NS      | $5665642.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $6364206.00    | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $448667.74     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                      | Glencore PLC                                                                     | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |    1218001 | NS      | $6658398.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                           | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      35074 | NS      | $664866.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                 | Galderma Group AG                                                                | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      69793 | NS      | $14212148.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                   | D'ieteren Group                                                                  | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       4250 | NS      | $765515.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   17280000 | OU      | $1557.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA SE                                         | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     270000 | PA      | $329599.53     | 0.00%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31411GGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1170 | PA      | $1220.88       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                      | Keyence Corp                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       2900 | NS      | $1049002.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                              | Ryanair Holdings PLC                                                             | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     156059 | NS      | $5380539.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veeva Systems Inc                                 | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      12381 | NS      | $2763810.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     201900 | NS      | $15479673.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       4500 | NS      | $24098985.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 3620C02Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $426.33        | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                     | United States Treasury Bill                                                      | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $99391997.24   | 0.43%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402DCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1327 | PA      | $1343.76       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $34437.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                   | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     139411 | NS      | $9749011.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                     | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $4646294.91    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                                     | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     249000 | PA      | $236601.52     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10211 | PA      | $10281.22      | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $968685.56     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                          | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     988000 | PA      | $992898.70     | 0.00%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $75397.36      | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                   | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      43195 | NS      | $333429.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $268162.50     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     450000 | PA      | $524931.71     | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-14588.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     425000 | PA      | $402520.86     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danone SA                                         | Danone SA                                                                        | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      57345 | NS      | $5172466.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                         | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      32305 | NS      | $11412387.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    1774000 | PA      | $1721471.86    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                        | Pfizer Inc                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     613319 | NS      | $15271643.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     211000 | PA      | $214393.94     | 0.00%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                     | BHP Group Ltd                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     484185 | NS      | $14612283.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                   | iShares Russell 1000 Growth ETF                                                  | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |     285196 | NS      | $134983266.80  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                        | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      20400 | NS      | $5355408.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3890000 | PA      | $4714951.01    | 0.02%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-106157.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                         | Elisa Oyj                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      24468 | NS      | $1084318.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2270000 | PA      | $2434575.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     368000 | PA      | $411937.37     | 0.00%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                              | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48000 | NS      | $1333920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-CES5                                              | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     532729 | PA      | $533556.35     | 0.00%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1175000 | PA      | $1087772.46    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      51624 | NS      | $17763818.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                      | British American Tobacco PLC                                                     | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     185541 | NS      | $10518440.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                               | Estonia Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     255000 | PA      | $313236.34     | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     369000 | PA      | $375249.89     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS ALPHABET INC                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $31185.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     425000 | PA      | $430407.72     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                    | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     350000 | PA      | $347551.75     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     380000 | PA      | $376817.53     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286862 | PA      | $249115.10     | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                       | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1074002.17    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                      | Vontier Corp                                                                     | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     171900 | NS      | $6391242.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Phoenix Group Holdings PLC                        | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     284672 | NS      | $2818207.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                             | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     120584 | NS      | $1184609.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3904334 | PA      | $3968626.97    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                  | Bundesobligation                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    9065000 | PA      | $10653870.87   | 0.05%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5877.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS HSBC BANK PLC                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2339.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $225332.85     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co                               | Travel + Leisure Co                                                              | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      33800 | NS      | $2383914.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER HEALTH                                     | Sutter Health                                                                    | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411539.74     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $589020.70     | 0.00%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     230000 | PA      | $243010.78     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                 | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1546125 | PA      | $1551922.97    | 0.01%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                        | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     880000 | PA      | $911276.78     | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                          | Elanco Animal Health Inc                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      66740 | NS      | $1510326.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     735000 | PA      | $690952.82     | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1595689.25    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -43760000 | OU      | $-70.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                     | M&T Bank Corp                                                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      38070 | NS      | $7670343.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                          | Cie Generale des Etablissements Michelin SCA                                     | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      32991 | NS      | $1093526.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1125000 | PA      | $592690.56     | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                    | Coca-Cola Europacific Partners PLC                                               | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      55200 | NS      | $5006640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      29100 | NS      | $4718274.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        432 | PA      | $442.67        | 0.00%             | 2035-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                          | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     870000 | PA      | $820335.44     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        619 | PA      | $640.97        | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                  | Roche Holding AG                                                                 | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      39597 | NS      | $2042017.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325838 | PA      | $323425.56     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-63134.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                          | Renesas Electronics Corp                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     400300 | NS      | $5482850.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     265000 | PA      | $260666.71     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $609196.74     | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     100000 | PA      | $112121.13     | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        977 | PA      | $1016.50       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | 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        |    1920000 | PA      | $1935135.21    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    1206154 | NS      | $14197024.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        765 | PA      | $749.79        | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $1913706.49    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427Q5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1533000 | PA      | $1561048.27    | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF ARGENTINA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $105344.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                    | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      96098 | PA      | $96928.49      | 0.00%             | 2034-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3762297.05    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1115598.56    | 0.00%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aisin Corp                                        | Aisin Corp                                                                       | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      59200 | NS      | $1109186.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     348653 | PA      | $348676.47     | 0.00%             | 2032-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3329018.44    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                        | Nucor Corp                                                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      70500 | NS      | $11499255.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1217808.99    | 0.01%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1070000 | PA      | $1127047.05    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes S/A                                            | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    2150000 | PA      | $2101625.00    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS ORACLE CORP                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-7384.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | TENNECO INC                                                                      | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    4175000 | PA      | $4098221.75    | 0.02%             | 2028-11-17      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                               | Resona Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     361000 | NS      | $3435897.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                             | BOOTS GROUP BIDCO LTD/THE                                                        | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1450000 | PA      | $1969186.46    | 0.01%             | 2032-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                        | L'Oreal SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      18900 | NS      | $8114072.08    | 0.03%             |  |  |  | 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        |     364143 | PA      | $361515.88     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                        | Elastic NV                                                                       | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |     102000 | NS      | $7694880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $313983.48     | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31427Q5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     984000 | PA      | $1002560.16    | 0.00%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1358683.73    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1548725.25    | 0.01%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | EURO FX CURR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -933 | NC      | $-857382.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Greensky Home Improvement Issu                    | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485000 | PA      | $486126.56     | 0.00%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     550000 | PA      | $765860.03     | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $550894.42     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                     | Industria de Diseno Textil SA                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     149002 | NS      | $9828869.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                       | Raymond James Financial Inc                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      85600 | NS      | $13746504.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 Trust                                        | PRM7 Trust 2025-PRM7                                                             | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1084704.06    | 0.00%             | 2042-11-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                      | Evolution AB                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       7830 | NS      | $531669.10     | 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        |      65000 | PA      | $76292.82      | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                      | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      12925 | NS      | $837419.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                              | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $366071.62     | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF CHILE                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-26416.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     150000 | PA      | $109121.14     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1829178.06    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    1492600 | NS      | $23689165.03   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                    | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3715000 | PA      | $3910654.93    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     249365 | NS      | $31833935.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1210000 | PA      | $1472230.98    | 0.01%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                          | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1230000 | PA      | $1153432.50    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     197393 | NS      | $33789733.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA SCOTIA PROVINCE                              | Province of Nova Scotia Canada                                                   | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $618300.54     | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     113282 | NS      | $9657290.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company               | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-153148.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                            | Yamazaki Baking Co Ltd                                                           | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     143300 | NS      | $3006718.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Kioxia Holdings Corp                              | Kioxia Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      71500 | NS      | $4758685.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                         | Keysight Technologies Inc                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      21200 | NS      | $4307628.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2025-RPL3                                    | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     294518 | PA      | $288015.41     | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1052475.66    | 0.00%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     184000 | PA      | $184847.58     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                            | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      16827 | NS      | $6549068.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138WAYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1536 | PA      | $1504.25       | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1762165.39    | 0.01%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                       | Fujitsu Ltd                                                                      | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     150300 | NS      | $4130682.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $458.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                                   | Concentrix Corp                                                                  | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     164300 | NS      | $6831594.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     175903 | NS      | $27020459.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                     | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497997.10     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                          | Kao Corp                                                                         | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      19600 | NS      | $782266.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                           | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     739976 | NS      | $9796871.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                    | Mitsubishi Chemical Group Corp                                                   | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     155000 | NS      | $907313.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1135000 | PA      | $616049.61     | 0.00%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     320000 | PA      | $286701.32     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                       | Reckitt Benckiser Group PLC                                                      | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      95909 | NS      | $7760893.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                   | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      36400 | NS      | $6557096.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-41417.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Wholsale Mortgage LLC                      | UWM Mortgage Trust 2021-INV2                                                     | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     803850 | PA      | $665710.48     | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      65000 | PA      | $69081.05      | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    3500000 | PA      | $537222.25     | 0.00%             | 2031-11-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                           | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     645000 | PA      | $641381.10     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                       | PPM CLO 2018-1 Ltd                                                               | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |      70610 | PA      | $70608.93      | 0.00%             | 2031-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981569.99     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                        | Eiffage SA                                                                       | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      30894 | NS      | $4426474.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      63000 | PA      | $67253.12      | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1032000 | PA      | $1044690.71    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                     | Ford Motor Co                                                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     594200 | NS      | $7795904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5143.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERAL REPUBLIC OF NIGERIA                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $43923.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117055.80     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                      | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    3687494 | NS      | $23604123.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390656.13     | 0.00%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12295000 | PA      | $11953045.31   | 0.05%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                              | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1460000 | PA      | $1530119.63    | 0.01%             | 2030-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                    | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $317059.14     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     184662 | NS      | $3801798.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3350722.01    | 0.01%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                | Province of Quebec Canada                                                        | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $910568.25     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                       | La Poste SA                                                                      | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $530485.28     | 0.00%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -17280000 | OU      | $-3146.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599000 | PA      | $601417.38     | 0.00%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                         | Sodexo SA                                                                        | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      20442 | NS      | $1047366.73    | 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      | $99385.49      | 0.00%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                        | First Quantum Minerals Ltd                                                       | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |      94949 | NS      | $2545716.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIS MINING CORP                                  | Aris Mining Corp                                                                 | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $260857.50     | 0.00%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                         | Sanofi SA                                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     139893 | NS      | $13535378.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                          | Tele2 AB                                                                         | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     133138 | NS      | $2230939.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                           | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $172460.34     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     500000 | PA      | $578791.88     | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3447000 | PA      | $3649223.17    | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | CDS KINGDOM OF MOROCCO                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |          1 | NC      | $-6787.69      | -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        |     400000 | PA      | $358775.52     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                             | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3139634.94    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                  | Dimensional US Equity Market ETF                                                 | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |   18661469 | NS      | $1384121155.73 | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     640000 | PA      | $615607.88     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                             | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $407935.42     | 0.00%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                        | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     594973 | NS      | $24233250.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                          | Adyen NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       1862 | NS      | $3002614.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        743 | PA      | $770.40        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                           | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       4698 | NS      | $1217989.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      28388 | NS      | $4563654.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS STATE OF QATAR                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5137.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                              | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      28200 | NS      | $24786672.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                                | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      18224 | NS      | $2011200.64    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Unilever PLC                                      | Unilever PLC                                                                     | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     114786 | NS      | $7507004.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                     | Owens Corning                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      88500 | NS      | $9904035.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                    | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     184604 | NS      | $8225954.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    2939000 | PA      | $3679359.27    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     336000 | PA      | $349608.84     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      98365 | PA      | $98681.05      | 0.00%             | 2031-12-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2018-BNK13                                                                  | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     393831 | PA      | $392439.82     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sempra                                            | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     115200 | NS      | $10171008.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $16426.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macy's Inc                                        | Macy's Inc                                                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     341000 | NS      | $7519050.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                  | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    1360000 | PA      | $1547231.18    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    9700000 | PA      | $9312000.00    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | 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        |     372424 | NS      | $255088094.56  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         18 | PA      | $19.39         | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                      | LyondellBasell Industries NV                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      64300 | NS      | $2784190.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| XPO INC                                           | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     495000 | PA      | $520879.12     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                           | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     480000 | PA      | $431460.32     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  532800000 | PA      | $2727812.53    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                        | United Utilities Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      79838 | NS      | $1282711.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8842.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                 | ManpowerGroup Inc                                                                | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     158400 | NS      | $4709232.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO Ltd                                    | ICG US Clo 2021-1 Ltd                                                            | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35021868.00   | 0.15%             | 2034-04-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Essity AB                                         | Essity AB                                                                        | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      72720 | NS      | $2090799.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                | Toyota Tsusho Corp                                                               | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      43700 | NS      | $1473529.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                       | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     457904 | NS      | $51015084.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     260000 | PA      | $267854.60     | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                    | Prudential PLC                                                                   | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     521644 | NS      | $8024490.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                           | ADT Inc                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1060400 | NS      | $8557428.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1698000 | PA      | $1986130.75    | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                      | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      14700 | NS      | $2845332.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-1768.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                     | GPT Group/The                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     423925 | NS      | $1529768.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1255000 | PA      | $1292650.00    | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     700000 | PA      | $828530.10     | 0.00%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $555741.21     | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                          | Roku Inc                                                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      19600 | NS      | $2126404.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $553446.41     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                              | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1137009 | PA      | $928083.82     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dimensional Core Fixed Income ETF                 | Dimensional Core Fixed Income ETF                                                | CUSIP: 25434V872<br>LEI: 549300UT5CL8M0JR7R22 | Long             | EC               | RF                | US        |    3280935 | NS      | $139636593.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NMABS Issuer I, LLC.                              | NMABS Issuer I LLC                                                               | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     681858 | PA      | $681023.80     | 0.00%             | 2055-11-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1880256.20    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS SULTANATE OF OMAN                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7339.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                              | Booking Holdings Inc                                                             | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     800000 | PA      | $936035.99     | 0.00%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                           | Vestas Wind Systems A/S                                                          | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |     109475 | NS      | $2960994.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255679.98     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Crane Co                                          | Crane Co                                                                         | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      62000 | NS      | $11434660.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    3675000 | PA      | $4289657.60    | 0.02%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $381794.66     | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                | Cyprus Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    2900000 | PA      | $2530482.36    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $610276.74     | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                      | St Paul's CLO V DAC                                                              | CUSIP: 000000000<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |    5029671 | PA      | $5905819.39    | 0.03%             | 2030-02-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1125000 | PA      | $584033.44     | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-4310.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp                                       | Otsuka Corp                                                                      | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     199100 | NS      | $4102575.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                       | Telia Co AB                                                                      | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     637072 | NS      | $2722825.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $261334.76     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     429074 | NS      | $148502511.40  | 0.64%             |  |  |  | No            |                  1 | 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        |      16525 | PA      | $17364.73      | 0.00%             | 2033-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     200000 | PA      | $205674.10     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                            | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      44000 | NS      | $24919840.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     151800 | NS      | $11550462.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2269161.91    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     255000 | PA      | $259519.62     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS NOMURA HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5639.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                          | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     845000 | PA      | $885332.60     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                           | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    3500000 | PA      | $4163521.71    | 0.02%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1500000 | PA      | $1507795.20    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     122511 | NS      | $17557051.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | Ventas Inc                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     122808 | NS      | $9502883.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| VERISURE HOLDING AB                               | VERISURE HOLDING AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |    1625000 | PA      | $1920107.86    | 0.01%             | 2032-11-03      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1069351.79    | 0.00%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                 | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      37529 | NS      | $2737212.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                        | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      92000 | NS      | $3580249.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2416200.37    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-OAT                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -118 | NC      | $50604.11      | 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      | $132216.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-59856.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1422038.09    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1413019.87    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                     | GS Mortgage-Backed Securities Trust 2020-INV1                                    | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     559709 | PA      | $488130.81     | 0.00%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     163000 | NS      | $10925890.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1679542.77    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                   | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      84653 | NS      | $25872496.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | Rollins Inc                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      25000 | NS      | $1500500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    9430000 | PA      | $10867793.08   | 0.05%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                 | Healthpeak OP LLC                                                                | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2144832.78    | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                               | Province of Alberta Canada                                                       | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $283403.77     | 0.00%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -77 | NC      | $78586.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $366999.96     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sompo Holdings Inc                                | Sompo Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     150600 | NS      | $5111697.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                         | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     771624 | NS      | $28436081.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                          | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2000000 | PA      | $2103849.80    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      79007 | NS      | $3945316.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29873.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1202.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-261879.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $33433.26      | 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      | $15558.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS DOMINICAN REPUBLIC                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $9299.68       | 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      | $-634586.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   11390000 | OU      | $9.32          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11769.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | BP CURRENCY                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -91 | NC      | $-68967.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COLOMBIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $70456.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS ISRAEL ELECTRIC CORP LTD                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2766.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF NORWAY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-409.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS REPUBLIC OF SOUTH AFRICA                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-11670.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                          | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-180798.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS REPUBLIC OF FRANCE                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-17704.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS PEOPLES REPUBLIC OF CHINA                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-58454.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-17823.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $41417.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-205485.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -329 | NC      | $-39651.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF BAHRAIN                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $17927.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS KINGDOM OF SAUDI ARABIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-34010.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $37495.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $33001.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   21880000 | OU      | $408.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF SLOVAKIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5446.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS KINGDOM OF SPAIN                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3634.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-322292.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CDS GOVERNMENT OF MALAYSIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-14246.62     | -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      | $-123903.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS BARCLAYS PLC                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3294.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS EMIRATE OF ABU DHABI                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-16722.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS ARAB REPUBLIC OF EGYPT                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $36526.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | CDS BANK OF NOVA SCOTIA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4889.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ITALY                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-15863.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                     | CDS REPUBLIC OF TURKIYE                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $101557.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $27897.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-18161.32     | -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      | $87996.59      | 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      | $-46467.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2910.99      | -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      | $-16879.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $143739.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                     | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9062.18      | -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      | $-68776.30     | -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      | $-24097.64     | -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      | $29028.97      | 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      | $-183102.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-43700.36     | -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      | $579064.36     | 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      | $-1115312.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-237.93       | -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      | $-221732.91    | -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      | $15605.65      | 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      | $2301264.67    | 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      | $-568443.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-17745.25     | -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      | $95024.72      | 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      | $28216.11      | 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      | $96356.29      | 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      | $-108725.02    | -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      | $-15404.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUXL 30Y BND                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -187 | NC      | $173059.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS CLP                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2978.83      | -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      | $-136721.87    | -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      | $270356.97     | 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      | $-26579.69     | -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      | $-173738.21    | -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      | $-200912.03    | -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      | $-17258.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12870.53      | 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      | $573268.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | TRS MLBC INDEX                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |          1 | NC      | $2904155.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34242.75     | -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      | $-195817.27    | -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      | $-320159.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-23493.72     | -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      | $71052.48      | 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      | $75636.35      | 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      | $-730214.25    | -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      | $-29443.54     | -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      | $-16323.09     | -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      | $-93748.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $29395.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12556.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-35672.45     | -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      | $299205.45     | 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      | $230553.72     | 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      | $-278857.67    | -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      | $29289.30      | 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      | $29760.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $20219.74      | 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      | $-22918.74     | -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      | $592727.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS TWD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $20751.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-133297.91    | -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      | $-1785.56      | -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      | $3086743.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-111895.15    | -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      | $7404.88       | 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      | $107868.13     | 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      | $-365537.65    | -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      | $10717.10      | 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      | $-3402129.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3049776.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-52819.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7909.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | COP CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -3581000 | NC      | $-33331.56     | -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      | $269373.55     | 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      | $-99705.50     | -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      | $-239632.28    | -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      | $1032789.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $42064.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-64092.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $14608.82      | 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      | $106668.45     | 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      | $2960885.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CNY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-82.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -11950000 | OU      | $-36342.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-10272.22     | -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      | $328343.08     | 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      | $-173620.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $623678.70     | 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      | $-428017.38    | -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      | $-2177.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-47382.77     | -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      | $-4772.75      | -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      | $-86908.75     | -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      | $71680.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/PHP FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5945.37      | -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      | $5269.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-10300.79     | -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      | $224464.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-128025.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2401.87       | 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      | $-547409.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $85876.97      | 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      | $-232038.17    | -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      | $-320290.05    | -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      | $596261.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |    7290000 | OU      | $1012.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-30613.78     | -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      | $1210.26       | 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      | $-31900.41     | -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      | $61785.53      | 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      | $79114.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-281.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-17894.63     | -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      | $-620641.93    | -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      | $-20847.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $40959.31      | 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      | $73801.42      | 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      | $-955209.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-22727.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-550898.41    | -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      | $-122610.20    | -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      | $6052.51       | 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      | $-128998.07    | -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      | $48255.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-47925.64     | -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      | $-14798.56     | -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      | $766043.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | SWOP CDS CDX.NA.HY.45.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |   11950000 | OU      | $1660.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $31476.69      | 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      | $11637.92      | 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      | $-45862.32     | -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      | $-160324.50    | -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      | $-17227.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $8813.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-37254.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-185083.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1402.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $246311.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2306.02       | 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      | $-105169.91    | -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      | $308827.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $13326.71      | 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      | $-673730.41    | -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      | $265.50        | 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      | $-831121.26    | -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      | $2805066.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $74025.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2497.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CHF                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-30792.65     | -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      | $-157903.29    | -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      | $-90033.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $49323.17      | 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      | $-80927.40     | -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      | $45058.79      | 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      | $-399494.65    | -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      | $3251970.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SEK                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $78085.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-305090.40    | -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      | $-236143.63    | -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      | $-103050.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $57724.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $60936.34      | 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      | $-151407.07    | -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      | $13083.75      | 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      | $114501.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-355136.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $21585.68      | 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      | $-175379.77    | -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      | $-191585.78    | -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      | $-5276.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS DKK                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3884.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-224641.71    | -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      | $-91862.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS SGD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-42893.91     | -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      | $-138421.94    | -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      | $-176706.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS NZD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-39675.66     | -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      | $54892.81      | 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      | $-589519.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-121817.24    | -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      | $67613.43      | 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      | $244140.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-390.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3095000 | NC      | $-1152.37      | -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      | $224727.93     | 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      | $11377.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $992.92        | 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      | $-308583.40    | -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      | $-765933.41    | -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      | $368941.20     | 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      | $-89957.44     | -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      | $-633305.52    | -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      | $-1699.34      | -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      | $79429.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    3563000 | NC      | $2113.33       | 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      | $38057.20      | 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      | $-7381.32      | -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      | $64616.43      | 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      | $-10373.24     | -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      | $-46963.82     | -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      | $44526.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-402389.38    | -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      | $71939.89      | 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      | $137530.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3289.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | HUF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $48439.51      | 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      | $-113675.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3403.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | IRS MYR                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $5910.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-218011.14    | -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      | $-562121.73    | -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      | $-39300.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Getlink SE                                        | Getlink SE                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     122831 | NS      | $2267342.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1485635.94    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                          | Societe Nationale SNCF SACA                                                      | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1584082.66    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8170000 | PA      | $8016812.50    | 0.03%             | 2044-11-15      | Fixed         | 4.62%                 | 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      | $-31433.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647000 | PA      | $614650.00     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     554000 | PA      | $534648.06     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2232345.77    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     619431 | NS      | $193881903.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                             | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     700000 | PA      | $769727.80     | 0.00%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $225462.12     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8725000 | PA      | $8772714.84    | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                        | Acciona SA                                                                       | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       3330 | NS      | $724738.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                            | Stevens Holding Co Inc                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $179818.52     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IBM                                               | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      57005 | NS      | $16885451.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                           | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $59438.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsuruha Holdings Inc                              | Tsuruha Holdings Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      47500 | NS      | $872733.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centragas                                         | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2226757.72    | 0.01%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                         | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      54405 | NS      | $1040512.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1110000 | PA      | $487976.89     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     505000 | PA      | $514159.84     | 0.00%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     317000 | PA      | $316302.60     | 0.00%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $214788.00     | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      94429 | NS      | $10079262.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                            | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      11771 | NS      | $5239625.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                            | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     900000 | PA      | $1062735.71    | 0.00%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   28054000 | OU      | $22.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                         | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     125057 | NS      | $7743401.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                     | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     487200 | NS      | $668905.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                      | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      29531 | NS      | $3846000.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     155000 | PA      | $161224.25     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                            | Advancion Sciences Inc                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32961 | PA      | $28783.90      | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $784363.37     | 0.00%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $391195.51     | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                          | Regie Autonome des Transports Parisiens EPIC                                     | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $107945.09     | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1118 | PA      | $1164.08       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                     | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385000 | PA      | $364281.88     | 0.00%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33824.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26530000 | PA      | $26770428.13   | 0.12%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                        | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      18060 | NS      | $499914.56     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     215604 | NS      | $69471920.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                     | Volkswagen AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      15725 | NS      | $1919059.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        703 | PA      | $707.95        | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Air                    | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     997046 | NS      | $5536009.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     740000 | PA      | $816382.06     | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                    | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2289844.34    | 0.01%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                       | Makita Corp                                                                      | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      46400 | NS      | $1406336.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                    | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $21938.40      | 0.00%             | 2033-07-05      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4592.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     269599 | PA      | $230048.37     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     330000 | PA      | $294818.69     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                            | Velocity Vehicle Group LLC                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $536469.98     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                  | Invesco Euro CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    2027002 | PA      | $2381215.40    | 0.01%             | 2031-07-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     466000 | PA      | $540626.52     | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                          | CUSIP: 068751AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10032249.00   | 0.04%             | 2038-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                | Smith & Nephew PLC                                                               | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     161029 | NS      | $2678065.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12990000 | PA      | $13165567.97   | 0.06%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1557941.22    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                              | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $735059.40     | 0.00%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | ZAR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    7181000 | NC      | $8.50          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $370441.84     | 0.00%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $1027072.29    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                            | Brunello Cucinelli SpA                                                           | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      46232 | NS      | $5302702.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       6095 | NS      | $4932805.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                        | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $279757.03     | 0.00%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                              | Republic of Italy Government International Bond                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1436000 | PA      | $2002571.83    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3000000 | PA      | $3534414.00    | 0.02%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LY Corp                                           | LY Corp                                                                          | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     844700 | NS      | $2247702.91    | 0.01%             |  |  |  | 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        |     344632 | PA      | $339411.06     | 0.00%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                        | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      96776 | NS      | $6211184.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $166863.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $168198.06     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        311 | PA      | $319.42        | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                               | Astellas Pharma Inc                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     398400 | NS      | $5302511.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192511.65     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22415000 | PA      | $22529701.76   | 0.10%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                    | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      96965 | NS      | $12261022.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $229269.77     | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                  | Carlyle Euro CLO 2021-2 DAC                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |   10510000 | PA      | $12332787.92   | 0.05%             | 2035-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                          | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $252265.00     | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1662536.16    | 0.01%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-372.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25789.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                        | Inpex Corp                                                                       | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     111800 | NS      | $2236060.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bank5                                             | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1980000 | PA      | $2040375.55    | 0.01%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    1265600 | PA      | $1309921.81    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund VIII DAC                                                  | CUSIP: 000000000<br>LEI: 6354005PH9S8HT3WW464 | Long             | ABS-CBDO         | CORP              | IE        |    5000000 | PA      | $5862658.54    | 0.03%             | 2034-07-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR15                                                                 | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9250000 | PA      | $9606525.53    | 0.04%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $437324.02     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     200000 | PA      | $234450.05     | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                   | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $248230.00     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                             | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      58283 | NS      | $33233549.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     235000 | PA      | $242359.44     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2997.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $208750.00     | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                               | Fortive Corp                                                                     | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     750000 | PA      | $899766.97     | 0.00%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                        | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     559400 | NS      | $20641860.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     989000 | PA      | $985902.06     | 0.00%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                  | DIAMOND SPORTS GRP LLC- WARRANTS                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50081 | NS      | $0.50          | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                         | Unibail-Rodamco-Westfield                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      17905 | NS      | $1947113.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10340000 | PA      | $10167128.13   | 0.04%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                               | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   31080000 | PA      | $41957546.37   | 0.18%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                    | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1206394.39    | 0.01%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                    | Monday.com Ltd                                                                   | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       7600 | NS      | $1121456.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TWD PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    3565000 | NC      | $130.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                  | GREYWOLF CLO VII Ltd                                                             | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     389821 | PA      | $389817.05     | 0.00%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1725017.54    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                    | iShares Russell 1000 Value ETF                                                   | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |    1713559 | NS      | $360430000.06  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                      | Brambles Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     326626 | NS      | $4987682.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     450000 | PA      | $465531.84     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                       | Novartis AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     212530 | NS      | $29285782.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                            | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $239441.10     | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                              | FREMF 2019-K92 Mortgage Trust                                                    | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700000 | PA      | $694849.34     | 0.00%             | 2052-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd                           | Barrow Hanley CLO I Ltd                                                          | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5019415.00    | 0.02%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                          | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      91400 | NS      | $7960940.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION         | SWOP CDS CDX.NA.IG.45.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  262150000 | OU      | $43386.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $621819.84     | 0.00%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     394181 | NS      | $44845972.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                           | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $288816.00     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      92188 | NS      | $14209858.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     212240 | NS      | $8179546.53    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     540000 | PA      | $489525.20     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                     | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     137472 | NS      | $11386352.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2623132.53    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                         | Tokio Marine Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      96100 | NS      | $3552442.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                               | PayPal Holdings Inc                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     113100 | NS      | $6602778.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | EUR CALL VERSUS CZK PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3051000 | NC      | $-1830.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                          | Andorra International Bond                                                       | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    1500000 | PA      | $1578504.02    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1418927.38    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     116100 | NS      | $1327023.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                    | Penta CLO 3 DAC                                                                  | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |    4000000 | PA      | $4702993.86    | 0.02%             | 2038-10-17      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97430000 | PA      | $89559482.81   | 0.39%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1175000 | PA      | $1237933.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     455000 | PA      | $166207.22     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                               | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     461700 | NS      | $12952225.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      14587 | NS      | $11259267.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      53500 | NS      | $8519340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   56110000 | OU      | $44.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Holding P                    | Sensata Technologies Holding PLC                                                 | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      83700 | NS      | $2786373.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1048 | PA      | $1082.46       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                 | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     292811 | NS      | $23811390.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1466437.80    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103804.00     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SNCF RESEAU                                       | SNCF Reseau                                                                      | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $273354.93     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | Nassau Euro CLO IV DAC                                                           | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |    6500000 | PA      | $7640497.34    | 0.03%             | 2038-07-20      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     612784 | PA      | $621885.38     | 0.00%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                         | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |     103849 | NS      | $24116228.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO II Ltd                                                           | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |      83559 | PA      | $83560.77      | 0.00%             | 2031-01-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3619000 | NC      | $2228.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                | Honda Motor Co Ltd                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     670500 | NS      | $6580738.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $719420.24     | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                     | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     191200 | NS      | $11946176.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XXIX Funding Ltd.                         | Regatta XXIX Funding Ltd                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $30115089.00   | 0.13%             | 2037-09-06      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                        | Tenaris SA                                                                       | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      38020 | NS      | $733628.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                        | Diageo PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     104748 | NS      | $2257100.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        567 | PA      | $593.96        | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1019053.48    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                  | SBI Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |     151600 | NS      | $3266981.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                   | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      54178 | NS      | $31036950.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $49716.21      | 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: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1240000 | PA      | $1219044.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1593100.26    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      95404 | NS      | $25873564.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLATINUM SECURITIES KY                            | Platinum for Belize Blue Investment Co LLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    1000000 | PA      | $895020.00     | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3630000 | PA      | $3800425.96    | 0.02%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-3EXT                                           | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     449000 | PA      | $450474.83     | 0.00%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     455000 | PA      | $460047.66     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                       | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $551412.75     | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                            | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |    1630000 | PA      | $1946534.96    | 0.01%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1180000 | PA      | $1212289.17    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $44122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1150831.09    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4085000 | PA      | $4200935.16    | 0.02%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IFF                                               | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      59800 | NS      | $4029922.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TSB BANK PLC                                      | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1867270.58    | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                       | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     333006 | NS      | $31222642.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                               | Imperial Brands PLC                                                              | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     260003 | NS      | $10917572.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2690000 | PA      | $2806490.45    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     533600 | NS      | $17161331.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     875000 | PA      | $909707.36     | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                     | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    1165984 | NS      | $12464775.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13966.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                              | Galp Energia SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      99258 | NS      | $1709256.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $416558.44     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                              | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      18741 | NS      | $965075.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GROUP                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $3428950.42    | 0.01%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                         | Shin-Etsu Chemical Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     115400 | NS      | $3584457.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                       | Investor AB                                                                      | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     307038 | NS      | $10941482.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     506000 | PA      | $471966.44     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309389.56     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                    | Chase Home Lending Mortgage Trust 2024-RPL4                                      | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154452 | PA      | $136289.99     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                   | Nintendo Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     146956 | NS      | $9921670.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PLN/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1961.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27079.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132HMSH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        553 | PA      | $523.70        | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-PURE                                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     863318 | PA      | $630556.94     | 0.00%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2670000 | PA      | $2690442.19    | 0.01%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                            | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $523982.13     | 0.00%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                          | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     800000 | PA      | $860789.44     | 0.00%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                       | Komatsu Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      50000 | NS      | $1586622.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20070518.00   | 0.09%             | 2038-03-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $303528.23     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4845 | PA      | $5049.80       | 0.00%             | 2039-02-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                             | Phoenix Financial Ltd                                                            | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      23700 | NS      | $980210.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23748.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                  | Novo Nordisk A/S                                                                 | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     271065 | NS      | $13748004.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC                                   | GCI LIBERTY INC ESCROW SHARE                                                     | CUSIP: 361ESC049<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51000 | NS      | $5.10          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29250000 | PA      | $12688063.48   | 0.05%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     996000 | PA      | $1026197.62    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1025000 | PA      | $677012.50     | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                           | WESCO International Inc                                                          | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      42900 | NS      | $10495056.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Greywolf CLO Ltd                                  | Greywolf CLO II Ltd                                                              | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    2930000 | PA      | $2931167.31    | 0.01%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2165000 | PA      | $2087319.80    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                        | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     137130 | NS      | $1675832.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                      | Mirvac Group                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    1544500 | NS      | $2105279.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39045.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                        | Palmer Square European CLO 2025-1 DAC                                            | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |   16500000 | PA      | $19389888.63   | 0.08%             | 2039-10-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1137152.48    | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        221 | PA      | $232.34        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                | PSF PGIM High Yield Bond Portfolio                                               | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |    7429856 | NS      | $58175775.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     915000 | PA      | $969241.20     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                 | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      32472 | NS      | $4390863.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      52200 | NS      | $1576440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTELER INTERNATIONAL A                          | Benteler International AG                                                        | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     255000 | PA      | $321027.91     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2708001.02    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1658146.99    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | 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      | $-443551.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                  | Transurban Group                                                                 | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     255723 | NS      | $2420060.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $187200.00     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1053195.00    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                          | Japan Exchange Group Inc                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      45800 | NS      | $488849.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                  | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |     370000 | PA      | $465805.21     | 0.00%             | 2030-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1035000 | PA      | $1032716.17    | 0.00%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1890808.81    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2322659 | PA      | $2363584.82    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                       | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2221178.34    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                              | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                       | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19643 | PA      | $18630.17      | 0.00%             | 2034-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-315886.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     141525 | NS      | $43593945.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                              | Schindler Holding AG                                                             | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       1520 | NS      | $537839.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1066511.98    | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     550000 | PA      | $566952.93     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                          | Nice Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      19131 | NS      | $2162510.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                         | Thales SA                                                                        | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      16599 | NS      | $4477842.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8815000 | PA      | $8780566.41    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                    | Bpifrance SACA                                                                   | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $1044093.25    | 0.00%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                    | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $7406136.38    | 0.03%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                      | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      22800 | NS      | $708288.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | CZK/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15392.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae I Pool                                                                | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1277 | PA      | $1281.09       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                          | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1065000 | PA      | $946275.58     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23800000 | PA      | $23874741.52   | 0.10%             | 2038-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                   | Sandisk Corp/DE                                                                  | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      30600 | NS      | $7263828.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      62714 | NS      | $7894438.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                    | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       6308 | NS      | $11508282.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        161 | PA      | $166.30        | 0.00%             | 2036-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                    | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    4800000 | PA      | $4965000.00    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     720000 | PA      | $716275.63     | 0.00%             | 2026-03-25      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $2461790.43    | 0.01%             | 2027-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5332.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                              | Evonik Industries AG                                                             | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      87411 | NS      | $1364143.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $605228.00     | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                         | Gecina SA                                                                        | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      18100 | NS      | $1719004.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     185000 | PA      | $222429.24     | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1085000 | PA      | $1093028.46    | 0.00%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2920000 | PA      | $3021999.69    | 0.01%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                          | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1082691.27    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4000 | PA      | $3954.69       | 0.00%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1287291.21    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      83363 | NS      | $20254585.69   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION             | EUR CALL VERSUS TRY PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   13730000 | NC      | $5911.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                    | Galaxy Entertainment Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     484000 | NS      | $2386515.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      68100 | NS      | $18040371.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Re Ltd                                      | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      46476 | PA      | $46611.35      | 0.00%             | 2034-04-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JD Health International Inc                       | JD Health International Inc                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | CN        |     116967 | NS      | $837690.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     250000 | PA      | $310032.95     | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                               | RRE 24 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |    1250000 | PA      | $1477978.38    | 0.01%             | 2040-04-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                           | Freeport Terminal Malta PLC                                                      | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     700000 | PA      | $735694.60     | 0.00%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1690361.88    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19445000 | PA      | $19694139.06   | 0.08%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                       | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      41600 | NS      | $4154176.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | IDR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7289.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                    | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     643000 | PA      | $642851.41     | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                  | ANA Holdings Inc                                                                 | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      36000 | NS      | $683701.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     410000 | PA      | $455545.06     | 0.00%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                            | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $2079589.26    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                   | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     337200 | NS      | $9168468.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $428554.09     | 0.00%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                            | Credit Agricole SA/London                                                        | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $678309.01     | 0.00%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313022.91     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                           | ATI Inc                                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     111900 | NS      | $12841644.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      86000 | PA      | $82305.14      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1847091.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16575000 | PA      | $16679888.67   | 0.07%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     560000 | PA      | $708141.35     | 0.00%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-HY3                                               | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13527 | PA      | $13536.42      | 0.00%             | 2059-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                            | T Rowe Price Group Inc                                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      20000 | NS      | $2047600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     585000 | PA      | $574819.95     | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                   | Ulta Beauty Inc                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       9800 | NS      | $5929098.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $4442749.58    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                              | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $439270.11     | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                       | Pearson PLC                                                                      | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     134538 | NS      | $1902237.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2940000 | PA      | $3054171.67    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -294 | NC      | $177560.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    7111000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-1                                                 | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44426 | PA      | $43401.03      | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     900000 | PA      | $1108092.94    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     460000 | PA      | $473492.05     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     990000 | PA      | $987129.00     | 0.00%             | 2027-01-14      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     237130 | NS      | $54181833.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                        | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     170659 | NS      | $6314383.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     741000 | PA      | $740170.08     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26815000 | PA      | $27564982.03   | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     815000 | PA      | $880585.67     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                    | Lonza Group AG                                                                   | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       9845 | NS      | $6637695.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26302.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                           | Mahindra & Mahindra Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      41527 | NS      | $1715026.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                         | Stockland                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     745072 | NS      | $2840745.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1099401.51    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                    | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308861 | PA      | $299843.13     | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                 | ARC Resources Ltd                                                                | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |      66739 | NS      | $1252070.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 24 Ltd                                        | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   54750000 | PA      | $54947116.43   | 0.24%             | 2038-10-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 31425UTB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     673135 | PA      | $691607.41     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                | Vanguard Dividend Appreciation ETF                                               | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |    1289507 | NS      | $283407848.46  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308495.33     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 2050490000 | PA      | $6352300.54    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1771 | NC      | $-529175.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2262000 | PA      | $2183757.22    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     944572 | PA      | $878956.35     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1070390.82    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                      | GEA Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       5333 | NS      | $360416.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                          | Singapore Telecommunications Ltd                                                 | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $116412.00     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                           | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    7000000 | PA      | $1013589.12    | 0.00%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     780000 | PA      | $779048.02     | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                 | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5926781 | PA      | $5881665.42    | 0.03%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                      | ROCKWOOL A/S                                                                     | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      78180 | NS      | $2746766.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1466258 | PA      | $1509336.15    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -75170000 | OU      | $-175029.11    | -0.00%            |  |  |  | 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        |    2294000 | PA      | $2295271.26    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2105000 | PA      | $1542965.00    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                            | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     145600 | NS      | $13882960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     625000 | PA      | $659132.11     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2423000 | PA      | $2505382.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                 | Elbit Systems Ltd                                                                | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       3621 | NS      | $2078910.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        173 | PA      | $180.12        | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                       | Terumo Corp                                                                      | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      50900 | NS      | $739840.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1110000 | PA      | $474259.85     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF VANCOUVER                                 | City of Vancouver                                                                | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $909287.53     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | COP CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3565000 | NC      | $-40251.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     375000 | PA      | $387120.75     | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     183901 | NS      | $4052756.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100868.34     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZEGONA HOLDCO LTD                                 | ZEGONA HOLDCO LTD                                                                | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |    8050000 | PA      | $9505296.71    | 0.04%             | 2029-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     470000 | PA      | $492239.36     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | Dollar Tree Inc                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      12800 | NS      | $1574528.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1295871.67    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1215000 | PA      | $1289916.90    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                               | Nassau Euro CLO IV DAC                                                           | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   17500000 | PA      | $20573068.53   | 0.09%             | 2038-07-20      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                             | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   49900000 | PA      | $244007.81     | 0.00%             | 2054-09-20      | Fixed         | 2.10%                 | 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      | $19082.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3360000 | PA      | $3518906.50    | 0.02%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     324982 | NS      | $25654079.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                          | Snam SpA                                                                         | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     814853 | NS      | $5414595.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                  | Asahi Kasei Corp                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     605700 | NS      | $5383915.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      76500 | NS      | $12314205.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1385000 | PA      | $1831021.07    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                  | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     494000 | PA      | $467110.96     | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                          | Ecuador Social Bond Sarl                                                         | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |     437303 | PA      | $382705.96     | 0.00%             | 2035-01-30      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6818765 | PA      | $6134834.71    | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     675000 | PA      | $603432.53     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/HUF FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-53352.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE VALENCIA                           | Autonomous Community of Valencia Spain                                           | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    1600000 | PA      | $1966946.34    | 0.01%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                        | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     163616 | NS      | $4708765.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                  | Bridgestone Corp                                                                 | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      90400 | NS      | $2033935.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1280 | PA      | $1353.37       | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $660239.82     | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     430000 | PA      | $441582.28     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     625000 | PA      | $646135.06     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                               | TOPPAN Holdings Inc                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      83900 | NS      | $2494069.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XIV-B Ltd                                                     | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |     956940 | PA      | $958088.43     | 0.00%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     780000 | PA      | $770441.08     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-240.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                           | Illinois Tool Works Inc                                                          | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1074116.35    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                      | Woodward Inc                                                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      12625 | NS      | $3816790.00    | 0.02%             |  |  |  | No            |                  1 | 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        |      59440 | PA      | $56944.59      | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31386FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         13 | PA      | $14.15         | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     515000 | PA      | $506243.23     | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                    | Sumitomo Electric Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     108600 | NS      | $4374113.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                          | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     247494 | NS      | $6501506.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                             | Idemitsu Kosan Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     254100 | NS      | $1923861.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     715636 | NS      | $21390360.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      31639 | NS      | $12309785.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                 | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6157.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                               | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      68820 | NS      | $13377919.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      24300 | NS      | $3935628.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA EUROPE SA                                | Helvetia Europe SA                                                               | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $775083.18     | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     295000 | PA      | $305838.30     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNN47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1382 | PA      | $1318.84       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2108000 | PA      | $2103215.48    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                            | Zensho Holdings Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       8200 | NS      | $469888.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     446000 | PA      | $452876.91     | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $260074.18     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                     | Medtronic Inc                                                                    | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     400000 | PA      | $474625.67     | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22838.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                            | Agricultural Development Bank of China                                           | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   25720000 | PA      | $3984064.53    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119284.13     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                      | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      37453 | NS      | $1792221.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2747056.63    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     103000 | PA      | $83430.42      | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                  | Nitto Denko Corp                                                                 | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      13800 | NS      | $328574.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66610.16      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                          | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      10726 | NS      | $1659419.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BP CAPITAL MARKETS PLC                            | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1360000 | PA      | $1596825.56    | 0.01%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                           | Panasonic Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     289700 | NS      | $3755682.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $239.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                            | CAN 5YR BOND                                                                     | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         27 | NC      | $-14753.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $581.29        | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $565180.10     | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1642141.15    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eternal Ltd                                       | Eternal Ltd                                                                      | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |    1096299 | NS      | $3397412.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                  | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     300000 | PA      | $363984.04     | 0.00%             | 2028-11-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     620000 | PA      | $635135.94     | 0.00%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     625000 | PA      | $599677.66     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                             | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |     122581 | NS      | $3203668.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                          | Lamb Weston Holdings Inc                                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      22400 | NS      | $938336.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexon Co Ltd                                      | Nexon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      96600 | NS      | $2359599.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | CNH/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8143.81       | 0.00%             |  |  |  | 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        |     120668 | PA      | $120459.52     | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     226518 | NS      | $21430197.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1306228.57    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Chevron Corp                                      | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     213676 | NS      | $32566359.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3247000 | PA      | $3706168.01    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                        | DIAMOND SPORTS GRP LLC- CS                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26776 | NS      | $44635.59      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1615000 | PA      | $575273.22     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                            | Puget Sound Energy Inc                                                           | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     480000 | PA      | $325693.73     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1452 | PA      | $1517.12       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                          | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $727524.82     | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -209 | NC      | $100366.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      22649 | NS      | $15261349.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                 | National Grid PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     526083 | NS      | $8069314.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                    | Check Point Software Technologies Ltd                                            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      10800 | NS      | $2004048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RELX PLC                                          | RELX PLC                                                                         | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      26959 | NS      | $1086092.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                | Teleperformance SE                                                               | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      15337 | NS      | $1109936.81    | 0.00%             |  |  |  | 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        |     199977 | PA      | $1867.88       | 0.00%             | 2027-12-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $75532.91      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                    | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $802549.68     | 0.00%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     326000 | PA      | $326162.47     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20576772.50   | 0.09%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | EUR/SEK FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9127.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $247745.00     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                            | Emirates Telecommunications Group Co PJSC                                        | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $395262.07     | 0.00%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $490852.91     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                          | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1058000 | PA      | $1268654.19    | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co                    | HD Hyundai Heavy Industries Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       2078 | NS      | $732389.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corp                                          | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     442900 | NS      | $16055125.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     220000 | PA      | $217316.02     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     255000 | PA      | $256415.97     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1128046.47    | 0.00%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                    | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      49598 | NS      | $12870681.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                          | USD/SGD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41427.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                             | Aqueduct European CLO 10 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SCIIZBJOEMZP09 | Long             | ABS-CBDO         | CORP              | IE        |   13000000 | PA      | $15298741.14   | 0.07%             | 2039-01-18      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                             | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    2560000 | PA      | $2586368.00    | 0.01%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                            | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     394000 | PA      | $388543.94     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $12425677.65   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                        | Dai-ichi Life Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     367700 | NS      | $3055796.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                          | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     500000 | PA      | $690606.28     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                 | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    9400000 | PA      | $9723427.32    | 0.04%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760000 | PA      | $787224.42     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | 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      | $234859.10     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     401000 | PA      | $401191.28     | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24            | AUST 10Y BOND                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         48 | NC      | $7984.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     179100 | NS      | $21982734.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIF ALTA VELOCIDAD                               | Adif Alta Velocidad                                                              | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     700000 | PA      | $833543.52     | 0.00%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $860620.24     | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                 | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    2278473 | NS      | $35853917.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                             | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3555000 | PA      | $3854650.95    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | 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        |    2617828 | PA      | $2856.31       | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                               | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1473687.49    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     780000 | PA      | $784509.38     | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                           | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    2205000 | PA      | $2410727.19    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                      | Carrefour SA                                                                     | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      57672 | NS      | $962290.84     | 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      | $-242.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     134000 | PA      | $128286.14     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $656.07        | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                    | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     196400 | NS      | $16301200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     585000 | PA      | $819747.24     | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $202650.70     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                        | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      70500 | NS      | $2572866.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $262535.76     | 0.00%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                  | ArcelorMittal SA                                                                 | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      39148 | NS      | $1797657.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198610.06     | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1202151.95    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | TRY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16734.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                     | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       9400 | NS      | $7710726.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31409BCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1146 | PA      | $1197.76       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78760 | PA      | $79404.62      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                    | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      31206 | NS      | $2505841.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $248569.46     | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29750000 | PA      | $29841222.43   | 0.13%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     540000 | PA      | $483145.98     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                               | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      17166 | NS      | $1115961.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSL Ltd                                           | CSL Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      47368 | NS      | $5451180.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                      | 3i Group PLC                                                                     | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      93895 | NS      | $4117186.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2715 | NC      | $-2505217.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $860236.70     | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                    | Ginnie Mae II Pool                                                               | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17040 | PA      | $15730.46      | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $973812.30     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $798660.37     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                              | Lottery Corp Ltd/The                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     146778 | NS      | $504324.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                           | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       1833 | NS      | $461653.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        734 | PA      | $726.81        | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                               | Emerson Electric Co                                                              | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4086906.37    | 0.02%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1604397.49    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                              | Western Digital Corp                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     101100 | NS      | $17416497.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MONTREAL EXCHANGE INC.                            | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         43 | NC      | $-41040.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1059614.09    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                        | Nasdaq Inc                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     152200 | NS      | $14783186.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 31292HXN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        104 | PA      | $106.19        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $558075.32     | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                       | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      11000 | NS      | $5614950.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1600000 | PA      | $1868597.33    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     510000 | PA      | $536914.29     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                    | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166000 | PA      | $170579.44     | 0.00%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| STRIPS                                            | United States Treasury Strip Coupon                                              | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11945000 | PA      | $5030038.12    | 0.02%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                    | Fisher & Paykel Healthcare Corp Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     179146 | NS      | $3892293.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer