# EDGAR Filing Document

**Accession Number:** 0000835620
**File Stem:** 0001752724-25-204437
**Filing Date:** 2025-8
**Character Count:** 1389124
**Document Hash:** 17868823ba611da009f1cec7bb16d7a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204437.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204437

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Strategic Global Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000835620

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05603
- **FILM NUMBER:** 251254623

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK WORLD INCOME FUND, INC.
- **DATE OF NAME CHANGE:** 20061002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910916

## Series and Classes Contracts Data

### BlackRock Strategic Global Bond Fund, Inc. (Series ID: S000002866)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007879 | Investor A    |  |
| C000007882 | Institutional |  |
| C000038980 | Investor C    |  |
| C000162768 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Strategic Global Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-05603

- **c. CIK number of Registrant:** 0000835620

- **d. LEI of Registrant:** WLNAPPG3EBO2UQ0EB806

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Strategic Global Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002866

- **c. LEI of Series:** WLNAPPG3EBO2UQ0EB806

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1018462330.21

**Total Liabilities:** $148555763.08

**Net Assets:** $869906567.13

**Amount of Assets Invested in Other Investment Companies:** $1976340.96

**Delayed Delivery Securities:** $7499506.56

**Cash Not Reported:** $19545129.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 22386.08000000 | **1-Year:** 9368.49000000 | **5-Year:** 93984.80000000 | **10-Year:** 100890.13000000 | **30-Year:** 99513.31000000

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

- **3-Month:** 4158.73000000 | **1-Year:** 43397.45000000 | **5-Year:** 136297.71000000 | **10-Year:** 48324.99000000 | **30-Year:** 15245.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007882 | 1.87%                | 0.58%                | 2.07%                |
| Class ID C000038980 | 1.99%                | 0.30%                | 1.99%                |
| Class ID C000007879 | 1.85%                | 0.55%                | 1.86%                |
| Class ID C000162768 | 1.88%                | 0.58%                | 1.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $691369.74               | $9802060.08                                |
| Month 2  | $1076981.75              | $558972.10                                 |
| Month 3  | $706403.60               | $16453613.02                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192373.66    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                      | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      186000 | PA      | $191246.32    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5314.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6062.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       63000 | OU      | $-1501.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                             | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      111783 | PA      | $90328.95     | 0.01%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                      | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   287100000 | PA      | $842801.37    | 0.10%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $210226.97    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16833 | PA      | $15068.42     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-259397.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                                     | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      150045 | PA      | $143292.99    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4405000000 | PA      | $273439.55    | 0.03%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                      | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      488000 | PA      | $446178.40    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2155 | PA      | $2101.39      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWP: OIS 13.148000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     2233500 | OU      | $2272.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1876000 | PA      | $2437529.45   | 0.28%             | 2029-07-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                                       | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US  | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |       94497 | PA      | $95441.97     | 0.01%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Winchester PLC                                                               | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137270.05    | 0.02%             | 2056-10-21      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                                     | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $251712.74    | 0.03%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135880.44    | 0.02%             | 2027-03-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $128887.47    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2255 | PA      | $2234.78      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509143 | PA      | $525869.18    | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $251527.10    | 0.03%             | 2029-10-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151072 | PA      | $121003.57    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5609.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL                                                                 | Mortimer BTL 2021-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800XP3NPPV83PMY32 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137112.05    | 0.02%             | 2053-06-23      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWAP/CDSWAP/SCDS: (KSA)                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      209000 | OU      | $-3061.48     | -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        |       37000 | PA      | $35335.00     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26022 | PA      | $25103.71     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1182374.51   | 0.14%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                                   | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118733.42    | 0.01%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      735900 | OU      | $6539.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      424000 | PA      | $430298.10    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $115630.75    | 0.01%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                          | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      940000 | PA      | $945369.28    | 0.11%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                       | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2737000 | PA      | $469035.73    | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                              | DP World Salaam                                                                  | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $399624.00    | 0.05%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | JP        |           1 | NC      | $-43464.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13018400000 | PA      | $2928761.58   | 0.34%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      115000 | PA      | $135676.01    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       74000 | PA      | $76160.32     | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                              | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      102000 | PA      | $107989.95    | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.210000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5624380 | OU      | $79.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS INC                                                         | Flexsys Holdings Inc 2025 Second Out Refinancing Term Loan                       | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |       86572 | PA      | $43827.33     | 0.01%             | 2029-08-01      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 12.945000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3382944 | OU      | $-347.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13975 | PA      | $13115.86     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                      | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208938.40    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67768 | PA      | $61410.98     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                                               | SONDER 1L PIK NOTES 7 12/10/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      918537 | PA      | $787645.34    | 0.09%             | 2027-12-10      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                                       | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -106 | NC      | $-25122.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                                                           | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      100000 | PA      | $117822.16    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      926000 | PA      | $954734.98    | 0.11%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                       | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2328000 | PA      | $398946.00    | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97785.12     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      984000 | PA      | $1018522.32   | 0.12%             | 2032-11-04      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      804000 | PA      | $754851.48    | 0.09%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | EUR/CZK One-touch barrier option; Barrier price EUR 24.25000                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       38000 | OU      | $1986.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                          | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |         128 | NS      | $66992.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                       | OKLAHOMA ST CAPITOL IMPT AUTH ST HIGHWAY CAP IMPT REVENUE                        | CUSIP: 678514EM8<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |      235000 | PA      | $246616.88    | 0.03%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                             | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2807000 | PA      | $2811400.25   | 0.32%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 2 YEAR                                                         | OCEANA A NOTE 2 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      166000 | PA      | $109394.96    | 0.01%             | 2025-07-31      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-76286.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO                                                                    | Avoca CLO XXII DAC                                                               | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $116913.33    | 0.01%             | 2035-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $969.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                      | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |      414000 | PA      | $403405.74    | 0.05%             | 2026-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       64086 | PA      | $51749.45     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: OIS 1.070000 19-MAR-2035 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95000000 | OU      | $-6787.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      172907 | PA      | $153113.83    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.340000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     6167000 | OU      | $13266.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2211000 | PA      | $2213901.47   | 0.25%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                              | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $206166.00    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $202741.67    | 0.02%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.394500 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7801527 | OU      | $-4255.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                  | BBCMS MORTGAGE TRUST 2017-C1                                                     | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1157977.80   | 0.13%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $132485.33    | 0.02%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $2547.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 8.650000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9589419 | OU      | $-20089.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $18382.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                                        | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71595.84     | 0.01%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120591.13    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1976.01      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTBAY 4A2 NOTES                                                            | WESTBAY 4A2 NOTES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1688000 | PA      | $1690194.40   | 0.19%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         360 | PA      | $342.28       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | FSWP: OIS 8.343000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  3942674938 | OU      | $14010.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                     | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $385937.36    | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |           1 | NC      | $-913.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          30 | NC      | $6765.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                                                | COREWEAVE CONVERTIBLE PREF EQ                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      418000 | NS      | $1471360.00   | 0.17%             |  |  |  | No            |                  3 | 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        |       17814 | NS      | $1649932.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $119442.31    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8973 | PA      | $8351.58      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38633 | PA      | $33734.33     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | USD P ZAR C @18.00000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      508000 | OU      | $9365.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRCA SPA/GALLARATE                                                           | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117953.97    | 0.01%             | 2029-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $99709.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                          | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88025.52     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                           | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      318000 | PA      | $384905.87    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                                 | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $750992.63    | 0.09%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | EUR/USD Up-and-out barrier option; Barrier price EUR 1.25000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     2570000 | OU      | $28568.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                                    | Warner Bros Discovery Inc                                                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       32211 | NS      | $369138.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7867 | PA      | $7243.82      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32906972 | PA      | $29623033.23  | 3.41%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group                                                         | NIKKEI 225                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |          -4 | NC      | $-9860.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Michigan State Building Authority                                            | MICHIGAN ST BLDG AUTH REVENUE                                                    | CUSIP: 594615PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $76216.83     | 0.01%             | 2050-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         761 | PA      | $726.42       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                           | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26656 | PA      | $24528.48     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                            | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      216000 | PA      | $250801.43    | 0.03%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.060000 18-JUN-2027 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1170000 | OU      | $-498.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: USD 3.870000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10487600 | OU      | $132243.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133WGB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26247 | PA      | $27283.67     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                     | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $126924.77    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $199486.00    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      250000 | PA      | $323200.21    | 0.04%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                       | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201389 | PA      | $203268.77    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2148026 | PA      | $2154050.15   | 0.25%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                       | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      132000 | PA      | $134983.33    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108578 | PA      | $87526.43     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | USD/CNH One-touch barrier option; Barrier price USD 7.50000                      | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |      146730 | OU      | $2665.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                     | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $146027.07    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        5000 | PA      | $6866.28      | 0.00%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9794 | PA      | $9509.07      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $202400.00    | 0.02%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      175000 | PA      | $168857.50    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Private Education Loan Trust 2014-A                                      | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |       28570 | PA      | $28576.53     | 0.00%             | 2031-10-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $117754.43    | 0.01%             | 2080-07-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                 | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $251247.38    | 0.03%             | 2039-08-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23168 | PA      | $20816.16     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME                            | Tiaa Clo III Ltd                                                                 | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |       76884 | PA      | $76906.31     | 0.01%             | 2031-01-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      348414 | PA      | $296158.38    | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                                     | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87416.70     | 0.01%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3753 | PA      | $3526.68      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-469.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       29940 | PA      | $28053.99     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      800000 | PA      | $783845.04    | 0.09%             | 2035-06-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.730000 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    29665005 | OU      | $-76.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-17452.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 06-MAY-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25628400 | OU      | $544747.33    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           5 | NC      | $6900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobico Group PLC                                                             | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95369.83     | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      420000 | PA      | $346000.59    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1087 | PA      | $1063.35      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                      | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      203000 | PA      | $244205.37    | 0.03%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                                    | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |      156000 | PA      | $183980.63    | 0.02%             | 2041-09-16      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | XX        |      100000 | OU      | $-2383.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      204000 | PA      | $224179.48    | 0.03%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-46193.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215992.60    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      434300 | OU      | $0.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EIS Group Inc                                                                | EIS Group Inc Revolver                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53178 | PA      | $51316.29     | 0.01%             | 2028-07-10      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| SS&C Technologies Inc                                                        | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120105.24    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $237665.21    | 0.03%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                      | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |       58027 | PA      | $58083.96     | 0.01%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-825.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                                    | College Ave Student Loans Trust 2024-A                                           | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335793 | PA      | $341449.32    | 0.04%             | 2054-06-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BTP FUTURE SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         203 | NC      | $566.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWAP/CDSWAP/SCDS: (MEX)                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | US        |      219200 | OU      | $654.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                             | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      156000 | PA      | $159000.82    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-662.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1712444 | OU      | $-270.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                               | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189590.22    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      950000 | PA      | $18683.49     | 0.00%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2045 | PA      | $2003.14      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1844 | PA      | $1752.15      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264239 | PA      | $210837.43    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                     | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $485871.05    | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312000 | PA      | $297465.87    | 0.03%             | 2039-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      159000 | PA      | $160394.43    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                  | Exelon Corp                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      172000 | PA      | $131865.63    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      131000 | PA      | $158459.43    | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1019.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7302 | PA      | $7097.16      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1376.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM4                         | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1355000 | PA      | $1354983.47   | 0.16%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-41351.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $210.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                                        | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1029 | NS      | $28812.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Japan Exchange Group                                                         | NIKKEI 225                                                                       | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |           4 | NC      | $40137.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80656 | PA      | $82526.92     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                                     | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |      373439 | PA      | $514292.21    | 0.06%             | 2067-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       61337 | PA      | $31588.56     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                                   | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       88412 | PA      | $104457.33    | 0.01%             | 2041-06-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1355.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                              | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $194875.00    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      131000 | PA      | $136179.61    | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3937030 | OU      | $867.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Funding                                                                | Atlas Funding 2023-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $138682.50    | 0.02%             | 2061-01-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         680 | PA      | $647.51       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                      | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59516 | PA      | $52082.93     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                         | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $2044115.67   | 0.23%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.433293 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      675936 | OU      | $5828.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 4.239000 30-JUL-2025 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   128830000 | OU      | $-15015.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                               | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      194000 | PA      | $192034.37    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | SWP: OIS 8.730000 14-JAN-2030 IBR                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  1037588601 | OU      | $-911.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                  | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1328 | NS      | $257379.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN Trust                                                                   | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      241924 | PA      | $241998.88    | 0.03%             | 2040-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      192000 | PA      | $164137.46    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                        | NEW JERSEY ST HLTH CARE FACS FING AUTH REVENUE                                   | CUSIP: 645790PE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       95000 | PA      | $64335.66     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.770000 21-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      237628 | OU      | $-45.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-59.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-22691.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $173345.35    | 0.02%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| EIS Group Inc                                                                | EIS Group Inc Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      531775 | PA      | $513162.88    | 0.06%             | 2028-05-01      | Floating      | 11.33%                | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2241.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      258000 | PA      | $305905.69    | 0.04%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                                     | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       27000 | PA      | $6547.50      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                         | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117698.23    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $241416.74    | 0.03%             | 2028-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 14.580000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      405003 | OU      | $646.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $816.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BTGM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25876 | PA      | $24356.29     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4733000 | PA      | $5451470.08   | 0.63%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1242.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $272443.51    | 0.03%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      100000 | PA      | $14857.12     | 0.00%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $12231.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      300000 | OU      | $-5477.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                         | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $138238.63    | 0.02%             | 2031-06-04      | Fixed         | 6.13%                 | 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        |      180000 | PA      | $176618.95    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2675 | PA      | $2613.21      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      531000 | PA      | $440987.85    | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5644 | PA      | $5434.37      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                           | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      231835 | PA      | $237507.79    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-20885.77    | -0.00%            |  |  |  | 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        |       65000 | PA      | $59155.11     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                             | CIFC Funding 2013-I Ltd                                                          | CUSIP: 12549AAN0<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003341.90   | 0.12%             | 2030-07-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                  | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      482000 | PA      | $476648.55    | 0.05%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       90121 | PA      | $85629.00     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24781 | PA      | $24337.61     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | USD P TWD C @28.30 EO                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -1645560 | OU      | $-20916.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1429000 | PA      | $1439717.50   | 0.17%             | 2027-06-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186444 | PA      | $194673.45    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299070.24    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.900000 30-APR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7119630 | OU      | $232728.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $6138.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $-57244.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3865.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50451.19     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $211547.72    | 0.02%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31307PUJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |       21779 | PA      | $20976.32     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                                                  | SONDER WARRANTS DEC 30 2029                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        2277 | NS      | $6125.13      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      789000 | PA      | $802972.01    | 0.09%             | 2035-10-22      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                                  | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |      325814 | PA      | $448569.29    | 0.05%             | 2060-04-28      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      185000 | PA      | $189893.81    | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mesa County Valley School District No 51 Grand Junction/CO                   | MESA CNTY CO VLY SCH DIST #51GRAND JUNCTION                                      | CUSIP: 590621LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      125000 | PA      | $131160.73    | 0.02%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      172000 | PA      | $145637.65    | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 0.585500 19-DEC-2025 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2373000000 | OU      | $-116.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50303 | PA      | $37242.77     | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      132000 | PA      | $122836.69    | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.6245 18-NOV-2026 TII                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2686646 | OU      | $76.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                      | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $209897.60    | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.410000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2061697000 | OU      | $353.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                                           | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $290178.14    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                       | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42782.64     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                     | Medco Maple Tree Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $1038750.00   | 0.12%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $17724.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $451374.03    | 0.05%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                          | CFSP 2024-AHP1 Mortgage Trust                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316685 | PA      | $303370.60    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                     | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129000 | PA      | $129987.65    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-1958.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $4920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.015000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     3072000 | OU      | $-68.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106891 | PA      | $97701.32     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: OIS 0.707000 19-MAR-2028 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   312000000 | OU      | $-3506.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                          | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        5000 | PA      | $5666.83      | 0.00%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99979.13     | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                                           | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    61000000 | PA      | $361073.57    | 0.04%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1947 | PA      | $1818.91      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                       | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814000 | PA      | $814507.45    | 0.09%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      555344 | PA      | $477522.75    | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | 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        |      100000 | PA      | $89018.70     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147831 | PA      | $117650.26    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92820.93     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                               | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      206000 | PA      | $294523.24    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2903 | PA      | $2699.71      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.310000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      408749 | OU      | $825.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $361219.30    | 0.04%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                            | Republic of Poland Government International Bonds                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      110000 | PA      | $111849.10    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                               | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $340531.25    | 0.04%             | 2041-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1790803 | PA      | $1758889.70   | 0.20%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      370370 | PA      | $370555.52    | 0.04%             | 2031-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                       | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205026.41    | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27660 | PA      | $26512.58     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | XX        |           1 | NC      | $62988.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97216.92     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                     | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      300000 | PA      | $298156.98    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                                     | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      150045 | PA      | $143292.98    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46215 | PA      | $42155.09     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34275 | PA      | $32266.89     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5438.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11576 | PA      | $10900.68     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | 2Y RTR 3.300000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -25166000 | OU      | $-82947.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                      | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $206900.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      434085 | PA      | $374391.16    | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27017000000 | PA      | $1692488.16   | 0.19%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $12466.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37052 | PA      | $29420.61     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | 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        |      472000 | PA      | $470481.59    | 0.05%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36913 | PA      | $34316.14     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                    | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108378 | PA      | $108445.66    | 0.01%             | 2041-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6000 | PA      | $6194.86      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6021.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138XY5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17602 | PA      | $17325.61     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2751.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autoflorence                                                                 | AutoFlorence 3 Srl                                                               | CUSIP: 000000000<br>LEI: 815600F88BB8BFD30863 | Long             | ABS-O            | CORP              | IT        |      311739 | PA      | $368571.33    | 0.04%             | 2046-12-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       40000 | PA      | $41111.70     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $222559.05    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5201.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                    | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |     7551158 | NS      | $7551157.71   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       66000 | OU      | $6111.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $373688.74    | 0.04%             | 2029-07-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                             | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      301743 | PA      | $302024.62    | 0.03%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2876.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                           | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52021.33     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130101 | PA      | $119260.68    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                  | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $590932.92    | 0.07%             | 2036-07-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      396000 | PA      | $240996.57    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $28166.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GQYH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127335 | PA      | $132566.12    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68227 | PA      | $65388.96     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                             | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       12756 | NS      | $79980.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       53000 | PA      | $67250.46     | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.150000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10937183 | OU      | $133.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.213200 29-JUN-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      166000 | OU      | $-181.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         322 | PA      | $302.35       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.883000 19-MAR-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2791098 | OU      | $18476.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BYFD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28243 | PA      | $26615.50     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                                       | Air Canada 2020-1 Class C Pass Through Trust                                     | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      302000 | PA      | $317855.00    | 0.04%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                                | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $159691.26    | 0.02%             | 2039-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.180000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      671452 | OU      | $-39.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                        | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      198000 | PA      | $180221.46    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO Energy Co                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      343000 | PA      | $216000.73    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $1547.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 12.155000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    10050000 | OU      | $-10035.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                       | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $130875.57    | 0.02%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      174000 | PA      | $136590.00    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 5.791000 16-JUN-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   215510000 | OU      | $112.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      959000 | PA      | $1204613.43   | 0.14%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      126000 | PA      | $123726.85    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                          | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      187000 | PA      | $193736.11    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206708.80    | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                     | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198850 | PA      | $201042.39    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                        | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      129000 | PA      | $132970.92    | 0.02%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $5968.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXCD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      330280 | PA      | $303609.68    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                                    | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1998984.40   | 0.23%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $128116.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                       | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46482.92     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                         | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $195875.00    | 0.02%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $199294.00    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       94000 | PA      | $86619.67     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           2 | NC      | $17625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      868000 | PA      | $559266.60    | 0.06%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1768.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1597000 | PA      | $1418836.41   | 0.16%             | 2039-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    56780000 | PA      | $2856109.50   | 0.33%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $624237.11    | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                                       | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       26292 | NS      | $181151.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $16499.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | SWP: OIS 8.644400 04-APR-2030 IBR                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  3981178557 | OU      | $942.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD P SGD C @1.275000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      337000 | OU      | $1281.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                                     | Spirit Airlines Pass Through Trust 2017-1AA                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85553 | PA      | $75730.43     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                               | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |      130683 | PA      | $179686.86    | 0.02%             | 2032-05-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                                      | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     1000000 | PA      | $982500.00    | 0.11%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                     | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $221970.52    | 0.03%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |           1 | NC      | $27722.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       84000 | PA      | $80132.45     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                  | LONG ISLAND NY PWR AUTH ELEC SYS REVENUE                                         | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |       75000 | PA      | $76261.13     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                             | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207633.00    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                                    | FCT Autonoria DE 2023                                                            | CUSIP: 000000000<br>LEI: 549300XVWRQGZCNHXF23 | Long             | ABS-O            | CORP              | FR        |       45222 | PA      | $53444.93     | 0.01%             | 2043-01-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                                     | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $85579.71     | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 5Y RTP 4.100000 06-NOV-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -17811500 | OU      | $-26550.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-21659.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      111000 | PA      | $110176.65    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: ZAR 7.900500 31-OCT-2029 JIB                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35000000 | OU      | $-53324.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5126 | PA      | $4936.08      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                         | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      190000 | PA      | $209439.52    | 0.02%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                              | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      272061 | PA      | $320538.10    | 0.04%             | 2057-12-27      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2021-LBA                                                                | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711729 | PA      | $702832.18    | 0.08%             | 2036-02-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | 2Y RTP 3.800000 06-NOV-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -42580854 | OU      | $-41093.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $15668.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-252571.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                           | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      149000 | PA      | $106962.19    | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $184071.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      601000 | PA      | $601375.63    | 0.07%             | 2041-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                          | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28830.53     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.460130 15-DEC-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2071314 | OU      | $54977.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-37.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                      | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118678.53    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1695.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                         | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      151000 | PA      | $182207.03    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325342 | PA      | $274303.16    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       76896 | PA      | $69667.78     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                         | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133052.54    | 0.02%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $-6309.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFFP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159499 | PA      | $128575.48    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                                          | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |      100000 | PA      | $117959.86    | 0.01%             | 2038-12-14      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies (US) Acquisitionco Inc                                  | Emerald Technologies (US) Acquisitionco Inc Term Loan                            | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149756 | PA      | $103331.81    | 0.01%             | 2027-12-29      | Floating      | 10.73%                | No            |                  3 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-54004.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.415794 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      337096 | OU      | $2618.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                     | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $468598.19    | 0.05%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100547.14    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4435 | PA      | $4329.71      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                       | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      143000 | PA      | $135136.90    | 0.02%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PREEM HOLDING AB                                                             | Preem Holdings AB                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |       80000 | PA      | $98145.59     | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      149000 | PA      | $174884.37    | 0.02%             | 2080-08-27      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221371 | PA      | $230733.62    | 0.03%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                            | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       18000 | PA      | $17862.48     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vedanta Holdings Mauritius II LTD                                            | Vedanta Holdings Mauritius II LTD Delayed Draw Term Loan                         | CUSIP: 000000000<br>LEI: 894500ANJHA7BPW5U641 | Long             | LON              | CORP              | MU        |      363880 | PA      | $367518.80    | 0.04%             | 2026-04-17      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | USD/CAD One-touch barrier option; Barrier price USD 1.33500                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       12400 | OU      | $1315.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $91256.15     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                                                          | ABRA Global Finance                                                              | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      484886 | PA      | $366394.41    | 0.04%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED NOK / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NO        |           1 | NC      | $-2883.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $53263.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $34936.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.407000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135633564 | OU      | $14.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EUR P USD C @1.140000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |     1583900 | OU      | $473.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      544167 | PA      | $545770.70    | 0.06%             | 2040-12-09      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31505.76     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | 30Y RTR 3.650000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    15555000 | OU      | $316826.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198917 | PA      | $159203.63    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                               | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $103941.06    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         753 | NS      | $97076.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWAP/CDSWAP/SCDS: (TURKEY)                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      279000 | OU      | $22180.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elstree Funding                                                              | Elstree Funding No 5 PLC                                                         | CUSIP: 000000000<br>LEI: 635400TQHOGQECGSLM58 | Long             | ABS-MBS          | CORP              | GB        |      251842 | PA      | $346451.47    | 0.04%             | 2061-08-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-26072.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                          | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      163000 | PA      | $162147.68    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10231259 | OU      | $-1614.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                                       | Offerpad Solutions Inc                                                           | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |        8529 | NS      | $43.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City of New York NY                                                          | NEW YORK NY                                                                      | CUSIP: 64966SME3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      310000 | PA      | $320758.40    | 0.04%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 2.340000 19-JAN-2033                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2870000 | OU      | $-29638.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | 2Y RTP 3.950000 10-NOV-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |    -5717600 | OU      | $-3345.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: USD 3.270000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10487600 | OU      | $-13291.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANDURIL SERIES G EQUITY                                                      | ANDURIL SERIES G EQUITY                                                          | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | STIV             | CORP              | US        |        3592 | NS      | $146840.96    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      158000 | PA      | $97367.50     | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22717 | PA      | $21029.21     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                              | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |      244000 | PA      | $199031.64    | 0.02%             | 2029-02-01      | Fixed         | 5.13%                 | 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        |      200000 | PA      | $235629.71    | 0.03%             | 2035-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      437000 | PA      | $506228.50    | 0.06%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                               | Sabre GLBL Inc 2022 1st Lien Term Loan B                                         | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      149583 | PA      | $148087.17    | 0.02%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                               | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $137715.06    | 0.02%             | 2032-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      468000 | PA      | $315496.11    | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -84 | NC      | $-20832.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                                          | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118680.24    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                        | Banijay Entertainment SAS                                                        | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123107.62    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.500000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   446245731 | OU      | $7034.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21277.68     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2538.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $199940.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                                         | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $128062.00    | 0.01%             | 2025-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E02Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212922 | PA      | $201755.54    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                               | Sabre GLBL Inc 2021 Term Loan B1                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       36789 | PA      | $36079.14     | 0.00%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.560000 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4762045 | OU      | $-723.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | EUR C USD P @1.155000 EO                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | LU        |      380385 | OU      | $11498.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                     | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      239000 | PA      | $231304.20    | 0.03%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                      | Carlsberg Breweries A/S                                                          | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |      540000 | PA      | $634566.73    | 0.07%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11312.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-BIO                                                                | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      435000 | PA      | $434999.87    | 0.05%             | 2041-02-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                                      | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $252924.57    | 0.03%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15010.85     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12671.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-889.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.772500 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1222008 | OU      | $335.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-67308.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                                      | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201414.00    | 0.02%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                             | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      122000 | PA      | $110425.65    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 5.944700 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   164477416 | OU      | $-198.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-692.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240301.93    | 0.03%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                             | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101233.50    | 0.01%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.215000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9140070 | OU      | $135.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99576.74     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                      | USD/TWD One-touch barrier option; Barrier price USD 34.60000                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |      135738 | OU      | $43.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                 | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101589.40    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $563492.94    | 0.06%             | 2041-10-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                        | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $248261.49    | 0.03%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9ZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4189 | PA      | $4175.98      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234881.00    | 0.03%             | 2027-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $612.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                                                           | Alpha Star Holding VIII Ltd                                                      | CUSIP: 000000000<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $207100.00    | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                                        | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118330.44    | 0.01%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-18247.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      171000 | PA      | $177698.07    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7841.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103541.20    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                                                       | Flagstar Financial Inc                                                           | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       60591 | NS      | $642264.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117909.72    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $11542.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1102780.58   | 0.13%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 9.255000 18-NOV-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    18571700 | OU      | $22762.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                                      | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120138.01    | 0.01%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646140JF1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       90000 | PA      | $93430.61     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD P CNH C @6.900000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |   -11235000 | OU      | $-5044.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | TH        |           1 | NC      | $-418.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      145000 | PA      | $131463.61    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                                 | Providus CLO V DAC                                                               | CUSIP: 000000000<br>LEI: 6354008C72YCMAEWD258 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117782.33    | 0.01%             | 2035-02-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22242 | PA      | $22228.77     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       69000 | PA      | $71070.00     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                         | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      138000 | PA      | $166520.33    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                      | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      194000 | PA      | $203239.58    | 0.02%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                 | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $187168.20    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100297 | PA      | $88279.77     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                         | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      200000 | PA      | $197850.00    | 0.02%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       68000 | PA      | $69700.92     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35158 | PA      | $33307.53     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 5.160000 19-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4576500 | OU      | $-4535.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                          | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      276000 | PA      | $210547.58    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-173.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                     | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199000.74    | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                     | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      313462 | PA      | $322474.55    | 0.04%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H032688<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      700000 | PA      | $634901.58    | 0.07%             | 2054-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                       | American Airlines 2019-1 Class B Pass Through Trust                              | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49663 | PA      | $47902.10     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |           1 | NC      | $1085.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    18230000 | PA      | $836639.95    | 0.10%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                                | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $229123.18    | 0.03%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       31364 | PA      | $31913.59     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.637000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000008 | OU      | $-91.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3396.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                           | NEW YORK ST DORM AUTH SALES TAX REVENUE                                          | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      230000 | PA      | $232569.64    | 0.03%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194078 | PA      | $155863.48    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                           | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   246700000 | PA      | $1571989.77   | 0.18%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                              | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124438.71    | 0.01%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113115.19    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34834 | PA      | $28039.11     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                               | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |     1000000 | PA      | $1008100.00   | 0.12%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED JPY / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-517358.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.400000 08-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    65486085 | OU      | $192607.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31419AA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3948 | PA      | $4071.60      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CZ        |           1 | NC      | $14294.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                               | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |       21689 | NS      | $549816.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-145816.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-9586.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143761 | PA      | $115756.38    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      183000 | PA      | $237006.38    | 0.03%             | 2034-01-29      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $409231.25    | 0.05%             | 2039-12-15      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      244000 | PA      | $253243.21    | 0.03%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                       | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      118000 | PA      | $117852.50    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                     | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $195250.00    | 0.02%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   127370000 | PA      | $17825145.25  | 2.05%             | 2026-06-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      369600 | OU      | $3284.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust 2021-1                                        | CUSIP: 75907VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256000 | PA      | $254329.37    | 0.03%             | 2031-03-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                 | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       42851 | PA      | $50965.27     | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                               | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118008.25    | 0.01%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | FSWP: OIS 8.740000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  2104233688 | OU      | $-560.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1909 | PA      | $1800.04      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                     | VanEck Semiconductor ETF                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        1256 | NS      | $350273.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      700000 | PA      | $792085.82    | 0.09%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                                         | Together Asset Backed Securitisation 2024-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400WGT6N9TVLEC567 | Long             | ABS-MBS          | CORP              | GB        |      323077 | PA      | $445492.08    | 0.05%             | 2065-10-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-53888.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                        | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          46 | NS      | $45537.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                                                  | HNG HOSPITALITY OFFSHORE LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      538000 | NS      | $419640.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         495 | PA      | $479.48       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                     | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      400000 | PA      | $402051.20    | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4860 | PA      | $4662.36      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                                       | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $459628.73    | 0.05%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |      408000 | PA      | $418575.20    | 0.05%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                 | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      286611 | PA      | $288056.17    | 0.03%             | 2032-10-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.629300 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11392637 | OU      | $-7012.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                         | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $246615.59    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6512 | PA      | $6185.90      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.180000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5182763 | OU      | $-537.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                        | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $202100.00    | 0.02%             | 2038-01-29      | Fixed         | 6.63%                 | 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      | $715904.02    | 0.08%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-667.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2585336 | OU      | $-408.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       19000 | PA      | $17364.39     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                                      | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     1908000 | PA      | $2249975.15   | 0.26%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.056300 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20469241 | OU      | $-892.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                        | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        2943 | NS      | $274581.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3318000 | PA      | $2870536.31   | 0.33%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2909000 | PA      | $2038212.81   | 0.23%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $200.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172000 | PA      | $175138.42    | 0.02%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.725000 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5489881 | OU      | $-505.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19720 | PA      | $19375.35     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1566.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $1456.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $27534.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | 2Y RTP 2.150000 10-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -21419000 | OU      | $-20977.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       30257 | PA      | $24583.81     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100967 | PA      | $96764.39     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61014 | PA      | $49112.24     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40000 | PA      | $15320.00     | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5530000 | PA      | $258789.24    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      200000 | PA      | $232242.39    | 0.03%             | 2081-08-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $35.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      428000 | PA      | $311049.00    | 0.04%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                               | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1131 | NS      | $25447.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                      | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      254000 | PA      | $243602.22    | 0.03%             | 2034-02-14      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                     | Permian Resources Operating LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13976.22     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      319000 | PA      | $324297.00    | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309000.00    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                           | Shackleton 2013-III CLO Ltd                                                      | CUSIP: 81881QAS5<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |       21524 | PA      | $21523.60     | 0.00%             | 2030-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T Inc                                                                         | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $69720.30     | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2831.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                            | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |         988 | NS      | $118174.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.597500 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17902332 | OU      | $-9687.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US BOND FUTR OPTN AUG25P 114                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           4 | NC      | $3000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394616 | PA      | $332888.27    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | 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        |       85000 | PA      | $79155.64     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                             | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      154000 | PA      | $180315.97    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      128000 | PA      | $113781.11    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      831266 | PA      | $858574.50    | 0.10%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                           | ALLEGHENY CNTY PA ARPT AUTH ARPT REVENUE                                         | CUSIP: 01728LKY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $78778.12     | 0.01%             | 2050-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -1 | NC      | $-1615.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      247000 | PA      | $46559.50     | 0.01%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                     | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $150058.19    | 0.02%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97321 | PA      | $97106.65     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11253800 | PA      | $497484.89    | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO STOXX 50 SEP25                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          15 | NC      | $5442.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1513000 | PA      | $1448028.72   | 0.17%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101734.96    | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                 | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      400000 | PA      | $412588.00    | 0.05%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                                 | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123260.76    | 0.01%             | 2034-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       85000 | PA      | $80874.82     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4383 | PA      | $4411.58      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6324000 | PA      | $5242410.26   | 0.60%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                           | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9505000 | PA      | $2763524.35   | 0.32%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      650331 | PA      | $645916.68    | 0.07%             | 2054-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                            | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      154260 | PA      | $181251.66    | 0.02%             | 2036-11-17      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194449 | PA      | $163761.07    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12185420 | PA      | $489761.26    | 0.06%             | 2052-05-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6969 | PA      | $6709.61      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2035.41      | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                            | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $370380.96    | 0.04%             | 2029-11-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                        | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 79625GKP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      335000 | PA      | $339114.76    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      238000 | PA      | $237733.34    | 0.03%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284369 | PA      | $239460.54    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Katy Independent School District                                             | KATY TX INDEP SCH DIST                                                           | CUSIP: 486063P61<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1257258.03   | 0.14%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      181000 | PA      | $178524.30    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                        | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1695 | NS      | $208908.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                     | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184032.00    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                 | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $131731.13    | 0.02%             | 2027-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                  | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1181044.21   | 0.14%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                  | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $131379.60    | 0.02%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         927 | PA      | $887.73       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | 2Y RTP 3.900000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |   -42313000 | OU      | $-15171.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      585000 | PA      | $571123.22    | 0.07%             | 2027-07-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                       | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102145.40    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-30618.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                       | Turkiye Government International Bonds                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $221313.00    | 0.03%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1361000 | PA      | $1360688.63   | 0.16%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    14940000 | PA      | $622937.14    | 0.07%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                 | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009552.00   | 0.23%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                 | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      118000 | PA      | $122008.81    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                      | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     9120000 | PA      | $214069.86    | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                        | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $425600.00    | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1122 | PA      | $1096.14      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-695.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2120.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                     | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   126375000 | PA      | $4055837.18   | 0.47%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                  | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $126977.19    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                             | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $133947.08    | 0.02%             | 2027-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $2123.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      232639 | PA      | $187520.95    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO STOXX BANK SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          62 | NC      | $3472.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        1478 | NS      | $125807.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159157 | PA      | $160489.82    | 0.02%             | 2072-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                      | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120508.85    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138636.14    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                               | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       88000 | PA      | $82889.23     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                                        | Thames Water Utilities Ltd                                                       | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |         750 | PA      | $858.67       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                             | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |     3050000 | PA      | $3059862.48   | 0.35%             | 2038-01-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                          | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      691000 | PA      | $694425.16    | 0.08%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                         | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |       83000 | PA      | $76303.65     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $61391.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9Y23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5643 | PA      | $5625.54      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                                    | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      293499 | PA      | $294862.71    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.226000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      299423 | OU      | $128.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.085000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1626563 | OU      | $-4339.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                      | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     9921000 | PA      | $237698.87    | 0.03%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                       | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      249000 | PA      | $254683.18    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417GHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91943 | PA      | $83078.76     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-15144.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                  | Rad CLO 18 Ltd                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1130000 | PA      | $1133674.53   | 0.13%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1843062.50   | 0.21%             | 2038-11-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $219.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      460000 | PA      | $478440.02    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | 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        |       15000 | PA      | $14804.80     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    16817000 | PA      | $4800964.57   | 0.55%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.100000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    46489911 | OU      | $330.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                     | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4807536 | PA      | $276284.76    | 0.03%             | 2053-12-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                                 | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         780 | NS      | $17550.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Borsa Italiana SpA                                                           | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -10 | NC      | $-951.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2198 | PA      | $2088.97      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4732 | PA      | $4603.64      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                               | AGL CLO 13 Ltd                                                                   | CUSIP: 00120JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001005.18   | 0.12%             | 2034-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 9.305000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    48461355 | OU      | $-20617.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      100000 | PA      | $120657.01    | 0.01%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                      | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      200000 | PA      | $196017.10    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                     | New York Life Global Funding                                                     | CUSIP: 000000000<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      150000 | PA      | $205815.09    | 0.02%             | 2025-09-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241000 | PA      | $244077.14    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2961000 | PA      | $2410846.50   | 0.28%             | 2054-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                       | Service Experts Issuer 2021-1 LLC                                                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115061 | PA      | $112133.46    | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |       23900 | OU      | $131.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190231.16    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                  | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      230000 | PA      | $269506.27    | 0.03%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4160 | PA      | $3977.84      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-29613.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99629.61     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                    | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $248678.08    | 0.03%             | 2039-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                    | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        3619 | NS      | $102743.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-26031.46    | -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        |      100000 | PA      | $117794.91    | 0.01%             | 2038-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34106 | PA      | $30935.39     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-24952.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US BOND FUTR OPTN AUG25P 112                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $-1781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vaco Holdings LLC                                                            | Vaco Holdings LLC 2022 Term Loan                                                 | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      156330 | PA      | $142963.79    | 0.02%             | 2029-01-21      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13930.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $13187.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -15 | NC      | $-1387.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-137.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                           | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306000 | PA      | $306568.00    | 0.04%             | 2028-03-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617AXW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4441 | PA      | $4187.91      | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17693 | PA      | $15800.95     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAVERICK GAMING LLC                                                          | Maverick Gaming LLC 2024 Second Out Term Loan                                    | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      118770 | PA      | $71558.77     | 0.01%             | 2028-06-03      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1209192.65  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1104000 | PA      | $1061069.30   | 0.12%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-24.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                                         | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      200000 | PA      | $188000.00    | 0.02%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                                         | Together Asset Backed Securitisation 2023-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400JKBWLFDKJDAA39 | Long             | ABS-MBS          | CORP              | GB        |      217378 | PA      | $300475.95    | 0.03%             | 2065-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161182 | PA      | $140871.88    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP 2024 USD Add-on Term Loan B                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |           0 | PA      | $0.01         | 0.00%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA Group Ltd                                                                    | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     1000000 | PA      | $933120.00    | 0.11%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                     | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $250314.51    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                                       | Deutsche Bahn Finance GMBH                                                       | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |      141000 | PA      | $93048.36     | 0.01%             | 2051-05-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      213000 | PA      | $197367.83    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                  | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202250.00    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                        | ECL Entertainment LLC 2024 1st Lien Term Loan B                                  | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      459370 | PA      | $458795.67    | 0.05%             | 2030-09-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $16849.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                      | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      570000 | PA      | $657356.75    | 0.08%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      308000 | PA      | $410111.28    | 0.05%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                    | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $418453.64    | 0.05%             | 2041-10-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1369710.72   | 0.16%             | 2059-01-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                             | GoodLeap Sustainable Home Solutions Trust 2021-3                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208943 | PA      | $163622.53    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                       | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       48000 | PA      | $41145.12     | 0.00%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      155000 | PA      | $119543.75    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NO        |           1 | NC      | $1367.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   105780000 | PA      | $15992792.23  | 1.84%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                         | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110448.42    | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 24-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12805813 | OU      | $268032.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95924.11     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                                | iShares iBoxx $ High Yield Corporate Bond ETF                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |       63027 | NS      | $5083127.55   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1207998 | PA      | $1204552.66   | 0.14%             | 2054-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      164312 | PA      | $101257.27    | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                         | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103084.50    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                          | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90916.39     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 10.315000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |       97032 | OU      | $-1358.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                    | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      403000 | PA      | $345026.56    | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                               | CVR Energy Inc Term Loan B                                                       | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242460 | PA      | $242055.47    | 0.03%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                                                  | CAP HILL BRANDS PREF EQUITY                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |      265896 | NS      | $7976.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11011.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      719000 | PA      | $656846.60    | 0.08%             | 2039-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                                | Hermitage 2023 PLC                                                               | CUSIP: 000000000<br>LEI: 213800HDJNNMA7VXZZ69 | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $137617.33    | 0.02%             | 2033-09-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                              | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $366968.28    | 0.04%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                          | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200651.78    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                 | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138809.20    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                        | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205537.16    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX 2021-MFM1                                                                     | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155400 | PA      | $155208.05    | 0.02%             | 2034-01-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                                     | OCEANA A 4YR NOTE UPSIZE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      348000 | PA      | $232196.97    | 0.03%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| HELLENIC REPUBLIC                                                            | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1740000 | PA      | $1945752.24   | 0.22%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                      | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19008.72     | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       82000 | PA      | $97262.30     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $45520.76     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223099 | PA      | $221387.54    | 0.03%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                      | Elis SA                                                                          | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121167.30    | 0.01%             | 2030-03-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      892000 | PA      | $885756.00    | 0.10%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5384084 | OU      | $-472.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $195591.05    | 0.02%             | 2035-03-11      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BTEQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38642 | PA      | $36442.22     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | SWAP/CDSWAP/SCDS: (BA)                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      300000 | OU      | $-4272.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118529.95    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4373272 | PA      | $1561072.45   | 0.18%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149508 | PA      | $131897.77    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $971217.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1101718.75   | 0.13%             | 2039-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-4294.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                             | VOLATO GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        6834 | NS      | $174.27       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                        | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $957500.00    | 0.11%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63689 | PA      | $53478.52     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-6.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15832.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Borsa Italiana SpA                                                           | UNICREDIT SPA                                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          10 | NC      | $19082.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | GB        |           1 | NC      | $3857.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         368 | PA      | $354.67       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                                                | Domi 2021-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500GC0MQI1HTJVG97 | Long             | ABS-MBS          | CORP              | NL        |       92360 | PA      | $108773.47    | 0.01%             | 2053-06-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AXTG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1120642 | PA      | $843132.18    | 0.10%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      158000 | PA      | $149594.62    | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                            | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      336000 | PA      | $63504.00     | 0.01%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      437000 | PA      | $424919.41    | 0.05%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $5.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport | SAN FRANCISCO CALIF CITY &CNTY ARPTS COMMN INTL ARPT REV                         | CUSIP: 79766DUN7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      265000 | PA      | $269599.69    | 0.03%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                                  | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $939462.98    | 0.11%             | 2041-11-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115835.90    | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                      | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14672.94     | 0.00%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XYBA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193072 | PA      | $187345.78    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                        | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $220611.31    | 0.03%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-9234.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                      | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      247000 | PA      | $298399.61    | 0.03%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360450.00    | 0.04%             | 2041-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                    | HIH Trust 2024-61P                                                               | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413807 | PA      | $412772.07    | 0.05%             | 2041-10-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      114745 | PA      | $53768.80     | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-13532.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1815 | PA      | $1632.28      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80713 | PA      | $75072.47     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23496 | PA      | $22283.88     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         356 | PA      | $345.07       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1982 | PA      | $1859.44      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAE1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1371089.29   | 0.16%             | 2038-09-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411472 | PA      | $346799.45    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.200000 04-JUN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1614386 | OU      | $-5453.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CA        |           1 | NC      | $40419.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134685 | PA      | $137809.51    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      327000 | PA      | $309675.59    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                               | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250510.25    | 0.03%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1602000 | PA      | $2133111.25   | 0.25%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97763.39     | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 8.145000 07-MAY-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68579605 | OU      | $-36536.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $73427.64     | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      176000 | OU      | $-3213.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | EUR C USD P @1.180000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |    -1287127 | OU      | $-12961.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1677712.83   | 0.19%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4885 | PA      | $4804.79      | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.617300 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1723029 | OU      | $-52.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $241494.62    | 0.03%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      360000 | PA      | $373217.40    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $5798.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      526714 | PA      | $464770.26    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                         | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $153328.00    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-2299.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                                   | Singapore Government Bonds                                                       | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      150000 | PA      | $140488.60    | 0.02%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                 | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $124348.00    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                     | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      126000 | PA      | $128616.26    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113572 | PA      | $96034.83     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      190000 | PA      | $188489.82    | 0.02%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                        | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    46700000 | PA      | $546721.08    | 0.06%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                               | Orion CLO 2025-5 Ltd                                                             | CUSIP: 68627CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500000.00    | 0.06%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6686 | PA      | $6356.79      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                  | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      180000 | PA      | $169989.07    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                        | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       82000 | PA      | $75317.37     | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      147000 | PA      | $140316.65    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | USD P NOK C @10.20000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      251000 | OU      | $3975.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                               | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $408894.76    | 0.05%             | 2034-11-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8383.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                         | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $213040.00    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 6.933705 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1221214 | OU      | $-6.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1132000 | PA      | $1077637.06   | 0.12%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                                      | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |     1267000 | PA      | $1503355.47   | 0.17%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $171772.82    | 0.02%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                         | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $91680.04     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1071426 | PA      | $923286.77    | 0.11%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                     | Azul Secured Finance LLP                                                         | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      223136 | PA      | $51321.28     | 0.01%             | 2028-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XEA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129962 | PA      | $104681.97    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1617.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1468000 | PA      | $1478886.54   | 0.17%             | 2035-10-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      984000 | PA      | $769467.83    | 0.09%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         608 | NC      | $44080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | EUR C NOK P @11.75000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -224000 | OU      | $-3368.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lyford Consolidated Independent School District/TX                           | LYFORD TX CONSOL INDEP SCH DIST                                                  | CUSIP: 550850FZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      155000 | PA      | $134896.13    | 0.02%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4021.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                             | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      211000 | PA      | $200650.68    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-32663.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4146.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-51337.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                         | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      220492 | PA      | $272066.05    | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Inc                                                           | Venture Global Inc                                                               | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |         866 | NS      | $13492.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2920 | PA      | $2607.95      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.670000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     5721024 | OU      | $-48.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-40002.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         229 | PA      | $214.99       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.785000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2967099 | OU      | $283.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings LLC                                                       | Hydrofarm Holdings LLC 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       91562 | PA      | $74164.82     | 0.01%             | 2028-10-25      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29361 | PA      | $30042.15     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       25043 | PA      | $9591.47      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                            | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $438151.50    | 0.05%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $597401.36    | 0.07%             | 2031-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $200321.00    | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30611 | PA      | $27533.72     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      151000 | PA      | $166289.63    | 0.02%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15999 | PA      | $15397.20     | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-5139.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-24148.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                          | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198370.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      131000 | PA      | $121115.02    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MNTN INC                                                                     | MNTN INC                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6037 | NS      | $132029.19    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 2.061500 21-JUN-2030 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1515000 | OU      | $3959.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98002 | PA      | $89395.92     | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      604269 | PA      | $601446.30    | 0.07%             | 2037-02-15      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $1181.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                               | Sisecam UK PLC                                                                   | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201784.00    | 0.02%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Resimac                                                                      | RESIMAC Premier Series 2025-1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $329427.21    | 0.04%             | 2056-09-12      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                          | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      186000 | PA      | $190187.26    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122479 | PA      | $112356.15    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                       | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $190376.00    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39996 | PA      | $37138.94     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73791 | PA      | $59416.19     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200003.60    | 0.02%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $25878.85     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                          | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $614684.80    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                          | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61336.54     | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                       | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       48796 | NS      | $213726.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       98000 | PA      | $101468.56    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4972000 | PA      | $220589.53    | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32556.54     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $977810.00    | 0.11%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-10412.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13393 | PA      | $12572.82     | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1060.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                 | Post CLO VI Ltd                                                                  | CUSIP: 73742RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002532.20   | 0.12%             | 2038-01-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14812 | PA      | $14538.51     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-29516.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        6697 | PA      | $3202.77      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $13770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                                     | LESSEN HOLDINGS INC PREF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10022 | NS      | $29364.46     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LBA Trust                                                                    | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $520324.17    | 0.06%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                     | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      226000 | PA      | $275401.33    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-1161.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                     | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      300000 | PA      | $371054.45    | 0.04%             | 2028-11-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118737.43    | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-746.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                  | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $590724.13    | 0.07%             | 2037-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163356 | PA      | $149744.67    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                         | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4986.84      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $427850.00    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | EUR/USD One-touch barrier option; Barrier price EUR 1.09000                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KY        |      169378 | OU      | $51.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2086000 | PA      | $2034276.25   | 0.23%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-2880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $198486.00    | 0.02%             | 2026-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                              | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      874656 | PA      | $877204.30    | 0.10%             | 2041-05-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LESSEN INC                                                                   | LESSEN INC                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      806671 | PA      | $743185.99    | 0.09%             | 2028-01-05      | Variable      | 12.78%                | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 0.532500 30-OCT-2025 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3057000000 | OU      | $-264.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10323 | PA      | $10316.21     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        1166 | NS      | $187236.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                     | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       99000 | PA      | $96094.85     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6137 | PA      | $6117.39      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                    | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        1519 | NS      | $172269.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                            | SHORT EURO-BTP FU SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          12 | NC      | $-3333.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                                                           | EUR C USD P @1.165000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -18459000 | OU      | $-374928.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-2135.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                     | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2325000 | PA      | $2547190.86   | 0.29%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21607000 | PA      | $20665398.92  | 2.38%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                       | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      129000 | PA      | $126085.13    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                           | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      267000 | PA      | $278681.25    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                     | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103543.50    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                       | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        1417 | NS      | $152199.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBW INTL FINANCE BV                                                         | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      356000 | PA      | $441668.51    | 0.05%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152771 | PA      | $126983.76    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-9690.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-16433.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                       | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      412000 | PA      | $313297.16    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                      | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      201000 | PA      | $178811.29    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15618 | PA      | $15232.42     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-237705.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                      | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      628000 | PA      | $727311.10    | 0.08%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                          | General Electric Co                                                              | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      744000 | PA      | $917903.12    | 0.11%             | 2035-09-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                                   | Aurium Clo VIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117838.78    | 0.01%             | 2034-06-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                              | ConnectWise LLC 2021 Term Loan B                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      236065 | PA      | $237049.33    | 0.03%             | 2028-09-29      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                             | Transnet SOC Ltd                                                                 | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $206938.00    | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                          | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       11000 | PA      | $9874.43      | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                                      | United Airlines 2019-2 Class A Pass Through Trust                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35292 | PA      | $32732.02     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                            | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        1189 | NS      | $115737.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: THB 1.605000 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7833000 | OU      | $359.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4424 | PA      | $4147.61      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50636 | PA      | $40743.67     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      102000 | PA      | $95902.89     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     2574000 | PA      | $2387307.91   | 0.27%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                               | Barings CLO Ltd 2020-I                                                           | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |     1515000 | PA      | $1518162.56   | 0.17%             | 2038-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          56 | NC      | $6972.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $558701.99    | 0.06%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                      | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      164000 | PA      | $173846.97    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3424479 | PA      | $232178.96    | 0.03%             | 2053-12-12      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2139000 | PA      | $1988685.67   | 0.23%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      596621 | PA      | $592328.38    | 0.07%             | 2057-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      308000 | PA      | $192425.25    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238785.51    | 0.03%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2550 | PA      | $2340.35      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |           1 | NC      | $119798.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                          | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      264000 | PA      | $229020.00    | 0.03%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   178684871 | PA      | $9920044.06   | 1.14%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         127 | NC      | $444.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 17-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2938125 | OU      | $75797.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7167 | PA      | $6439.15      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142898 | PA      | $115460.22    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | EUR P USD C @1.055000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      341000 | OU      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO FINANCE                                                          | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |      349000 | PA      | $411274.15    | 0.05%             | 2035-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      338056 | PA      | $285021.63    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                       | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      487000 | PA      | $537088.44    | 0.06%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4499.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $245.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L6BK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64079 | PA      | $51694.79     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                                     | City of Ulaanbaatar Mongolia                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      600000 | PA      | $598500.00    | 0.07%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                                        | Virgin Media O2 Vendor Financing Notes V DAC                                     | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $140120.63    | 0.02%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BUEB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13634 | PA      | $12857.83     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         106 | NC      | $78334.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38973 | PA      | $38129.67     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | Amgen Inc                                                                        | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $139056.82    | 0.02%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 8.020000 26-MAR-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33027376 | OU      | $-12287.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73306 | PA      | $62896.86     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                  | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71506.28     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.368014 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3220156 | OU      | $-13.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                | Golar LNG Ltd                                                                    | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |       76000 | PA      | $77900.00     | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      165000 | PA      | $138748.70    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $12176.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      700000 | PA      | $765320.83    | 0.09%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                            | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         773 | NS      | $88222.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $730153.65    | 0.08%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | SWAP/CDSWAP/SCDS: (BRAZIL)                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     1823000 | OU      | $37962.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                          | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       93000 | PA      | $70215.31     | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $177000.00    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44422.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      579000 | PA      | $727290.07    | 0.08%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-4519.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.030000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20653014 | OU      | $-611.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                                           | Sesac Finance LLC                                                                | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50362 | PA      | $51358.30     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11202 | PA      | $10606.36     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3443 | PA      | $3094.45      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12853 | PA      | $12347.72     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $774.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                     | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      995000 | PA      | $1002960.00   | 0.12%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                            | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      514000 | PA      | $527176.77    | 0.06%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $100466.00    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2288 | PA      | $2213.06      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                         | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         359 | NS      | $166267.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                          | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      351000 | PA      | $279176.92    | 0.03%             | 2047-06-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152000 | PA      | $154483.73    | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                      | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       76000 | PA      | $55617.43     | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                      | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      306000 | PA      | $358375.16    | 0.04%             | 2044-03-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                     | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      259000 | PA      | $272734.77    | 0.03%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                                     | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      245604 | PA      | $289656.44    | 0.03%             | 2036-12-29      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1637118 | PA      | $1636462.67   | 0.19%             | 2055-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-5567.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                            | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       25583 | NS      | $723743.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGROUP AG                                                                  | ProGroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119120.26    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    74580000 | PA      | $10623215.52  | 1.22%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18810 | PA      | $17637.64     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.350000 22-JUL-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11439720 | OU      | $20704.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33648 | PA      | $32236.26     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $38332.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | SWAP/CDSWAP/SCDS: (MEX)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      203000 | OU      | $605.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17817.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                                         | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      306000 | PA      | $320617.08    | 0.04%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                   | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100075.70    | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (BA)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      300000 | OU      | $-4385.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $83880.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-10182.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED EUR / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $6972.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $93803.35     | 0.01%             | 2026-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                     | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      173000 | PA      | $169833.30    | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                                                | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $236019.37    | 0.03%             | 2030-04-22      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.870000 11-JUN-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5166240 | OU      | $160628.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99024 | PA      | $78669.09     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                                                  | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      318000 | PA      | $437506.99    | 0.05%             | 2029-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                           | Viterra Finance BV                                                               | CUSIP: 000000000<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117223.76    | 0.01%             | 2025-09-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6834.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                                     | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      136000 | PA      | $155956.59    | 0.02%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                         | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $136437.67    | 0.02%             | 2027-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $38.16        | 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        |      190000 | PA      | $184072.45    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      347000 | PA      | $471974.91    | 0.05%             | 2026-11-13      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                            | Trinidad & Tobago Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      200000 | PA      | $196400.00    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                       | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      105225 | PA      | $105236.51    | 0.01%             | 2030-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                     | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209691.37    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     2487896 | OU      | $22107.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                                            | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       21560 | NS      | $224224.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM MOBILE SA                                                                | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      304734 | PA      | $299721.13    | 0.03%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $161932.59    | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-2240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                             | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100982.52    | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $125598.99    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83600 | PA      | $75568.20     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                         | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      123000 | PA      | $163127.61    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4171.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-33441.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.040000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    27331079 | OU      | $29.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                                      | Spirit Airlines Pass Through Trust 2015-1A                                       | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |        7362 | PA      | $6753.84      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                 | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      132000 | PA      | $129684.22    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS 5 YR                                                         | SONDER WARRANTS 5 YR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       22714 | NS      | $42928.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185291.96    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18293 | PA      | $17530.02     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                   | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      593000 | PA      | $597305.83    | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                               | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      275000 | PA      | $378718.30    | 0.04%             | 2032-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1041782.97   | 0.12%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $107318.10    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-PAT                                                                | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $343789.88    | 0.04%             | 2041-03-15      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                             | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAW4<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $702982.35    | 0.08%             | 2036-04-17      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $332495.23    | 0.04%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                          | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $190000.00    | 0.02%             | 2034-08-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                               | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      634549 | PA      | $610753.41    | 0.07%             | 2034-09-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      328000 | PA      | $412242.56    | 0.05%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1198455.24   | 0.14%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                     | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      133000 | PA      | $136315.96    | 0.02%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1485050.12   | 0.17%             | 2028-06-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $344.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         990 | NC      | $673052.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $9750.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95337 | PA      | $75772.77     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $333481.14    | 0.04%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136000 | PA      | $120279.64    | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227341 | PA      | $183493.82    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                     | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205456.80    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | SWP: OIS 9.950000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |        1970 | OU      | $-38.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTR 2.800000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | KY        |   -61350000 | OU      | $-87565.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288000 | PA      | $291538.59    | 0.03%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PL        |           1 | NC      | $88446.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377526 | PA      | $379904.12    | 0.04%             | 2068-11-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          15 | NC      | $7237.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207116.40    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $6505.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    32573000 | PA      | $1588121.44   | 0.18%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                     | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118376.97    | 0.01%             | 2082-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      121000 | PA      | $83059.35     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-818.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                          | AUST 10Y BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         149 | NC      | $102833.25    | 0.01%             |  |  |  | No            |                  1 | 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        |      400000 | PA      | $347142.28    | 0.04%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | USD/CNH Down-and-in barrier option; Barrier price USD 6.90000                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -990000 | OU      | $-5.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                           | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        2237 | NS      | $287253.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                 | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       14000 | PA      | $7872.05      | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104118.11    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-343.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-11364.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                                      | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       51539 | PA      | $60674.84     | 0.01%             | 2035-01-20      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $-7379.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                                        | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     1000000 | PA      | $993750.00    | 0.11%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      486282 | PA      | $413370.90    | 0.05%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100867.90    | 0.01%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120769.15    | 0.01%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $576.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                            | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      487000 | PA      | $583569.11    | 0.07%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                         | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1544794.75   | 0.18%             | 2026-01-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                  | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     1808724 | PA      | $956809.01    | 0.11%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-53274.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                            | HUTTO TX INDEP SCH DIST                                                          | CUSIP: 4484926L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      160000 | PA      | $163145.29    | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.770000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2568523 | OU      | $-527.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 10.975000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    11686914 | OU      | $-26305.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                              | OHA Credit Funding 20 Ltd                                                        | CUSIP: 67706LAA7<br>LEI: 254900K91AEUSA2ZSL12 | Long             | ABS-CBDO         | CORP              | KY        |     1030000 | PA      | $1028464.79   | 0.12%             | 2038-04-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2009833.36   | 0.23%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $114864.91    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | EUR P USD C @1.020000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |     2932000 | OU      | $3.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 1.860000 17-SEP-2025 EST                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   114975000 | OU      | $-8010.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $14381.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150597 | PA      | $146932.91    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      166000 | PA      | $159129.96    | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | 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        |      100000 | PA      | $97405.86     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202000 | PA      | $202000.00    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                          | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $199360.00    | 0.02%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         524 | PA      | $502.29       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519231 | PA      | $519230.77    | 0.06%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $751.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-1188.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $1257.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $240600.00    | 0.03%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-4590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62240 | PA      | $50115.57     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44241 | PA      | $43680.72     | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-24898.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hillsborough County Aviation Authority                                       | HILLSBOROUGH CNTY FL AVIATION AUTH                                               | CUSIP: 432308W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $77942.83     | 0.01%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $350619.23    | 0.04%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.550000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   112602349 | OU      | $6089.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                 | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59779.42     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | 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        |      100000 | PA      | $99278.25     | 0.01%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                              | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123248.98    | 0.01%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $127888.95    | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                   | 1345T 2025-AOA                                                                   | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $330411.18    | 0.04%             | 2030-06-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                          | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $103317.92    | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      857674 | PA      | $708213.68    | 0.08%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |           1 | NC      | $166767.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $121809.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CNY 1.490000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6417038 | OU      | $-644.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100887.64    | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      681066 | PA      | $554909.17    | 0.06%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                         | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       76000 | PA      | $89030.62     | 0.01%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-18452.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $15650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1804 | PA      | $1753.26      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                      | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103025.57    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                     | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $110989.38    | 0.01%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 10.970000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     7976000 | OU      | $85503.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5457 | PA      | $5240.55      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-7295.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54950 | PA      | $52020.02     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                        | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    25510000 | PA      | $452038.88    | 0.05%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       86000 | PA      | $89027.29     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183223.84    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2986 | PA      | $2783.27      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.040000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     7387000 | OU      | $2999.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | Elevance Health Inc                                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       66000 | PA      | $63420.24     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39969 | PA      | $38525.58     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                         | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $106188.22    | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                              | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      133000 | PA      | $139891.90    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                                | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $751199.85    | 0.09%             | 2039-06-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $5585.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                                      | Spirit Airlines Pass Through Trust 2017-1A                                       | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      223560 | PA      | $193600.75    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          51 | NC      | $27033.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.840000 03-JAN-2028 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      118000 | OU      | $316.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                                              | MTR Corp CI Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $705040.00    | 0.08%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-926913.11   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      629433 | PA      | $626129.55    | 0.07%             | 2041-04-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1766.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                       | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         213 | NS      | $93168.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.084800 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4320554 | OU      | $-699.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3559.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | USD P JPY C @135.0000 EO                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     -979000 | OU      | $-961.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $27304.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | SG        |           1 | NC      | $26.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.270000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2396878 | OU      | $-1250.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                           | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $210568.74    | 0.02%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                       | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |      166000 | PA      | $160838.20    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED EUR / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $32757.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       42469 | PA      | $28969.17     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5485 | PA      | $5154.65      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1954570 | PA      | $1946140.22   | 0.22%             | 2054-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-138.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-24583.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                        | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205304.60    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53188 | PA      | $48485.21     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc                                                             | Viper Energy Inc                                                                 | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |        2413 | NS      | $92007.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                                    | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193007.28    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                       | India Cleantech Energy                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      790000 | PA      | $777162.50    | 0.09%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                  | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        1260 | NS      | $199067.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steele Creek CLO Ltd                                                         | Steele Creek Clo 2017-1 Ltd                                                      | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       49737 | PA      | $49780.59     | 0.01%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-64012.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAG8<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $402248.56    | 0.05%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding                                                        | Canada Square Funding 2021-2 PLC                                                 | CUSIP: 000000000<br>LEI: 6354007J4JIXGCWTSJ05 | Long             | ABS-MBS          | CORP              | GB        |      112000 | PA      | $153821.79    | 0.02%             | 2058-06-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                      | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      356000 | PA      | $340266.79    | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTR 3.500000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    51096040 | OU      | $225413.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.182703 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      113133 | OU      | $-288.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          13 | NC      | $15860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      107000 | PA      | $108837.83    | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1284 | PA      | $1220.39      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                            | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      400000 | PA      | $365096.00    | 0.04%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71824 | PA      | $60348.94     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $5334.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OT MIDCO LTD                                                                 | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      217000 | PA      | $167469.99    | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $3302.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                               | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      105000 | PA      | $109346.69    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      129000 | PA      | $98853.32     | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                      | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      200000 | PA      | $184000.00    | 0.02%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17033 | PA      | $16151.42     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-114616.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                                     | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      106747 | PA      | $126238.87    | 0.01%             | 2036-12-29      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD P CNH C @7.050000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    11235000 | OU      | $19324.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1806.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                          | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       54286 | PA      | $64265.61     | 0.01%             | 2028-07-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                            | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $222349.96    | 0.03%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                       | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      353000 | PA      | $350524.94    | 0.04%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.300000 24-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30733951 | OU      | $72530.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      803989 | PA      | $856610.63    | 0.10%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                         | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1701302.34   | 0.20%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                     | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123407.79    | 0.01%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-237.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30138 | PA      | $27797.92     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.400000 01-NOV-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5329016 | OU      | $-299632.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627767 | PA      | $632686.08    | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3479.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD C TRY P @42.00000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -126500 | OU      | $-811.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | Edison International                                                             | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12858.01     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29922 | PA      | $28677.84     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                  | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600409 | PA      | $601910.49    | 0.07%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                     | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1769000 | PA      | $2140359.31   | 0.25%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20056 | PA      | $20088.92     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122403 | PA      | $103519.72    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $185737.03    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      254000 | PA      | $228600.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $90863.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | FSWP: OIS 8.230000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  4536356613 | OU      | $21053.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                      | Colombia Government International Bonds                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      206000 | PA      | $213107.00    | 0.02%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                            | Park Blue CLO 2022-II Ltd                                                        | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2008003.80   | 0.23%             | 2037-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                       | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $133505.28    | 0.02%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | S+P500 EMINI FUT SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -43 | NC      | $-429306.10   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                       | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      965000 | PA      | $1165254.11   | 0.13%             | 2032-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Latch Inc                                                                    | Latch Inc                                                                        | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       12334 | NS      | $1.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      206000 | PA      | $233922.15    | 0.03%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | EUR C USD P @1.170000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |     1287127 | OU      | $20292.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6825 | PA      | $6631.67      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                     | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121158.07    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-PAT                                                                | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1085640.15   | 0.12%             | 2041-03-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                     | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101466.20    | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                       | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      165000 | PA      | $157980.54    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         977 | PA      | $935.56       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                         | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       40000 | PA      | $47060.21     | 0.01%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-1185.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: MXN 9.744700 28-JUL-2025 MXI                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | MX        |   370000000 | OU      | $23052.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                         | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004571.40   | 0.12%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      195000 | PA      | $178256.60    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital                                                 | London Wall Mortgage Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800QSO8J75OTK5919 | Long             | ABS-MBS          | CORP              | GB        |       68401 | PA      | $93892.31     | 0.01%             | 2051-05-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $453.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                           | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200318.00    | 0.02%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39808 | PA      | $37466.71     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $104754.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-63749.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.601200 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2565049 | OU      | $-93.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       66000 | PA      | $64193.01     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      240327 | PA      | $204311.22    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                     | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       15000 | PA      | $10231.88     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      688000 | PA      | $708455.26    | 0.08%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-18034.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $58.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2333.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                               | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      134000 | PA      | $183935.06    | 0.02%             | 2033-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140M2SS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277086 | PA      | $235366.42    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merit                                                                        | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $759525.00    | 0.09%             | 2038-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5649 | PA      | $5485.92      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      186000 | PA      | $227972.32    | 0.03%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4684 | PA      | $4403.54      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27500000 | PA      | $1448525.81   | 0.17%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                                           | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      111000 | PA      | $128137.47    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | 30Y RTR 3.150000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -15555000 | OU      | $-73715.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $84705.45     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      728000 | PA      | $754390.00    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-106075.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $154967.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $74573.28     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWAP/CDSWAP/SCDS: (CHILE)                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      101000 | OU      | $2181.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PCF GMBH                                                                     | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      122000 | PA      | $118524.17    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                                           | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $138495.82    | 0.02%             | 2094-03-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77947 | PA      | $73562.92     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1188.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         850 | PA      | $759.39       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                | USD/CNH One-touch barrier option; Barrier price USD 7.50000                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |        3000 | OU      | $54.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE B                                                             | Nobian Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |      105000 | PA      | $123229.55    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181840.35    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $1297.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274799 | PA      | $281173.97    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6987.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                  | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055005 | PA      | $1055005.17   | 0.12%             | 2038-07-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6622.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                            | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       38070 | PA      | $31755.14     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $293.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102382.86    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-120333.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FCTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5455 | PA      | $4876.00      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                          | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      755000 | PA      | $759846.35    | 0.09%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED COP / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |           1 | NC      | $-6968.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7963 | PA      | $7938.41      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $1709.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11416.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 14.865000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1376320 | OU      | $64.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                           | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         791 | NS      | $98091.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93936 | PA      | $79065.90     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      503566 | PA      | $493809.41    | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      338400 | PA      | $321987.60    | 0.04%             | 2031-02-17      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 4.169300 23-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8267000 | OU      | $53305.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $120839.16    | 0.01%             | 2030-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED GBP / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-79392.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1403.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |           1 | NC      | $-3431.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 5.755000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   678097000 | OU      | $-7710.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                        | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      193000 | PA      | $191262.56    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1316000 | OU      | $-101112.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Autonoria                                                                    | Autonoria Spain 2021 FT                                                          | CUSIP: 000000000<br>LEI: 959800PAVFGQ48YNAE06 | Long             | ABS-O            | CORP              | ES        |       51705 | PA      | $60913.65     | 0.01%             | 2039-01-31      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2823.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.930000 04-OCT-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12559776 | OU      | $232742.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.940000 19-MAR-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2169330 | OU      | $15884.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                       | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      215000 | PA      | $204316.65    | 0.02%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | Amazon.com Inc                                                                   | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      179000 | PA      | $102801.59    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    22885000 | PA      | $26917773.21  | 3.09%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96042.35     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                           | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      218000 | PA      | $270349.36    | 0.03%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                 | HSBC USA Inc                                                                     | CUSIP: 40434PVK9<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |     2050000 | PA      | $2037282.42   | 0.23%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                         | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      602248 | PA      | $600968.05    | 0.07%             | 2054-06-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84507 | PA      | $67997.43     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      763000 | PA      | $693592.57    | 0.08%             | 2054-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                         | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      171000 | PA      | $207976.02    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      580000 | PA      | $390277.49    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| VERGE GENOMICS                                                               | VERGE GENOMICS                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        3687 | NS      | $7079.04      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Walmart Inc                                                                  | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        1117 | NS      | $109220.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11160 | PA      | $11129.36     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwind Midstream Partners LLC                                             | Northwind Midstream Partners LLC Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1717000 | PA      | $1684892.10   | 0.19%             | 2032-03-03      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| Republic of South Africa Government International Bonds                      | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      250000 | PA      | $187750.00    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.115000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    15813056 | OU      | $14179.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                               | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                           | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |       74000 | PA      | $31203.58     | 0.00%             | 2029-11-01      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5983 | PA      | $5338.30      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.864300 10-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8551900 | OU      | $95402.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IREN LTD                                                                     | IREN Ltd                                                                         | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      132000 | PA      | $170676.00    | 0.02%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51058.48     | 0.01%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      121000 | PA      | $122843.80    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       21163 | PA      | $9916.85      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                        | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102500.00    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                                     | Telefonica Moviles Chile SA                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |      164000 | PA      | $101975.20    | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                      | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |       93487 | PA      | $122813.11    | 0.01%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         238 | PA      | $230.50       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                        | Mexico Government International Bonds                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4065000 | PA      | $4218453.75   | 0.48%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                       | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      136000 | PA      | $137224.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                     | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       86000 | PA      | $90112.77     | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.345000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2120000 | OU      | $4631.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250624.00    | 0.03%             | 2041-10-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                                         | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      106000 | PA      | $102523.40    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126847.38    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-186221.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11521 | PA      | $11185.66     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $232854.50    | 0.03%             | 2041-06-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $199626.00    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-461.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21822835 | PA      | $22174681.08  | 2.55%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                    | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $419737.50    | 0.05%             | 2041-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-710.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $239302.79    | 0.03%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1627251.90   | 0.19%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                     | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      104000 | PA      | $122855.52    | 0.01%             | 2030-10-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                         | TRIBOROUGH NY BRIDGE & TUNNEL AUTH PAYROLL MOBILITY TAX                          | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |      145000 | PA      | $150308.76    | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-294.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14603 | PA      | $14226.85     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                   | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $157811.61    | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $136668.69    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1504687.50   | 0.17%             | 2028-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                  | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      538000 | PA      | $624789.08    | 0.07%             | 2034-10-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DIG MIDCO/DIFL US II LLC                                                     | Digicel Midco Ltd / Difl US II LLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LC        |       69358 | PA      | $68881.16     | 0.01%             | 2028-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                  | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $751735.29    | 0.09%             | 2043-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $114858.43    | 0.01%             | 2028-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3447.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      431000 | PA      | $474950.29    | 0.05%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138709 | PA      | $121888.98    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |           1 | NC      | $-1935.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-160.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                         | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      152000 | PA      | $144604.26    | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2280000 | PA      | $1936721.79   | 0.22%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                             | GoodLeap Sustainable Home Solutions Trust 2022-3                                 | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24098 | PA      | $21725.37     | 0.00%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30277 | PA      | $29078.55     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 08-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28993042 | OU      | $595202.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: USD 3.995900 26-JAN-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10280187 | OU      | $152615.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136476 | PA      | $134693.39    | 0.02%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      156080 | PA      | $77454.70     | 0.01%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                        | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      405000 | PA      | $411885.00    | 0.05%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117795.06    | 0.01%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $4174.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                  | ONE Gas Inc                                                                      | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31361.98     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                                      | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003100.00   | 0.12%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $639.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       89955 | PA      | $87529.76     | 0.01%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $-25.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-59561.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-6906.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | EUR C USD P @1.175000 EO                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     -760771 | OU      | $-12550.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $42970.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1110834 | PA      | $1107152.96   | 0.13%             | 2054-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12898000 | OU      | $-2035.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $-161.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      128000 | PA      | $74397.08     | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                            | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      201598 | PA      | $160068.93    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $771250.80    | 0.09%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $-86452.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                                      | iShares MSCI Brazil ETF                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |        4886 | NS      | $140961.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| One Market Plaza Trust                                                       | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $766377.43    | 0.09%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110467 | PA      | $88947.85     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD P TRY C @41.00000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      253000 | OU      | $4727.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2279 | PA      | $2102.30      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                                       | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119218.92    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          16 | NC      | $18720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador Government International Bonds                                       | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      135799 | PA      | $98657.97     | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                       | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      231000 | PA      | $223150.01    | 0.03%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                                 | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895000 | PA      | $897357.07    | 0.10%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57702 | PA      | $48641.34     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                        | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101517.82    | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PROJECT MONTELENA                                                            | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      393779 | PA      | $426743.90    | 0.05%             | 2030-06-20      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue           | SAN FRANCISCO CA CITY & CNTY PUB UTILS COMMN WTR REVENUE                         | CUSIP: 79771FLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       80000 | PA      | $81853.80     | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4792.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      232000 | PA      | $301540.61    | 0.03%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                             | LONG GILT FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          81 | NC      | $243398.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO Energy Co                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      192000 | PA      | $181942.04    | 0.02%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      236919 | PA      | $199254.88    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                                    | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $309003.16    | 0.04%             | 2041-06-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $38323.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED CNH / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $4.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312000 | PA      | $317489.92    | 0.04%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | KR        |           1 | NC      | $6991.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                            | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220924.64    | 0.03%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6556 | PA      | $6435.12      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                       | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      197000 | PA      | $186325.45    | 0.02%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      111000 | PA      | $104635.40    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.734500 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4291441 | OU      | $47.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        1700 | NS      | $115600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                         | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $220639.20    | 0.03%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1232989.21   | 0.14%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      263000 | PA      | $272533.75    | 0.03%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1576.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWAP/CDSWAP/SCDS: (KOREA)                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      384000 | OU      | $-13068.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150406 | PA      | $121246.20    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJJN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |       12925 | PA      | $13117.06     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $274217.77    | 0.03%             | 2026-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      108000 | PA      | $133628.56    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                       | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236815.01    | 0.03%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                                | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |      163574 | PA      | $224686.12    | 0.03%             | 2049-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $28525.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                     | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $323001.63    | 0.04%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2623.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                       | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140674 | PA      | $143192.80    | 0.02%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12861 | PA      | $10816.70     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                       | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      159096 | PA      | $99952.06     | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 5.140000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10080531 | OU      | $-24785.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                      | DREAM FINDERS HOMES INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1320 | NS      | $1300200.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| Amentum Holdings Inc                                                         | Amentum Holdings Inc                                                             | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       13314 | NS      | $314343.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERGE GENOMICS                                                               | VERGE GENOMICS                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       31150 | NS      | $59808.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |           1 | NC      | $124217.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                     | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $13531.34     | 0.00%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                    | MICHIGAN ST UNIV REVENUES                                                        | CUSIP: 594712C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      120000 | PA      | $121244.64    | 0.01%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |           1 | NC      | $5950.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23313 | PA      | $21975.26     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                              | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $109852.39    | 0.01%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                                     | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $109628.50    | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       96000 | PA      | $88459.81     | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664091 | PA      | $665392.93    | 0.08%             | 2039-02-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                                               | SONDER HOLDINGS CLS A LEGENDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2292 | NS      | $6188.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3675 | PA      | $3296.00      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.250130 15-DEC-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9062626 | OU      | $8187.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44652 | PA      | $42596.21     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA T-BILL                                                               | Nigeria Treasury Bill                                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2102711000 | PA      | $1242192.21   | 0.14%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                     | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $109742.99    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                                                     | iShares Russell 2000 ETF                                                         | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |         476 | NS      | $102716.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJ4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12051 | PA      | $10766.01     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $511328.11    | 0.06%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: USD 3.445900 26-JAN-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10280187 | OU      | $-45918.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5074.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                             | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $137419.80    | 0.02%             | 2067-09-22      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                     | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $189377.70    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                                     | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |      455000 | PA      | $365365.00    | 0.04%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                         | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120741.57    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $127.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       78960 | PA      | $79748.99     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $206227.60    | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2287000 | PA      | $1578398.09   | 0.18%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 13.375000 03-JAN-2028 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |      235000 | OU      | $117.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                           | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22828.32     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3604.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                                                  | Cedacri SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $177796.24    | 0.02%             | 2028-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108521 | PA      | $91525.40     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | USD P CNH C @7.150000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      990000 | OU      | $1153.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | 2Y RTP 3.950000 15-SEP-2025                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              |  | US        |   -78003000 | OU      | $-18273.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                 | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98539.26     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7675.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $188850.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.200000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      150740 | OU      | $49.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIRKUL COM 35.41 WARRANTS                                                    | CIRKUL COM 35.41 WARRANTS                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1021 | NS      | $4706.81      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.250000 17-OCT-2025 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    75674473 | OU      | $-163259.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99382.16     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3028 | PA      | $2968.71      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CNY 1.582500 19-MAR-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7239500 | OU      | $3078.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2426000 | PA      | $2443278.85   | 0.28%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                       | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      367000 | PA      | $380404.82    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | EUR P USD C @1.125000 EO                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |     1754000 | OU      | $35.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $322.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219370 | PA      | $165227.83    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                | BHG Securitization Trust 2021-A                                                  | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23716 | PA      | $23305.39     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      142000 | PA      | $153353.94    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.050000 18-OCT-2025 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    39524722 | OU      | $-164110.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | EUR C NOK P @12.10000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -337000 | OU      | $-209.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      142000 | PA      | $135024.20    | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6794 | PA      | $6649.57      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                                         | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      400000 | PA      | $260890.74    | 0.03%             | 2055-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                          | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149710.90    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWAP/CDSWAP/SCDS: (COLOM)                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      207000 | OU      | $10620.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      711000 | PA      | $851252.42    | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                       | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       93000 | PA      | $94524.46     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                     | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $92241.69     | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                                           | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      168283 | NS      | $859926.13    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                           | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $252005.15    | 0.03%             | 2036-01-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.494000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11494923 | OU      | $-3437.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                               | JPN 10Y BOND(OSE) SEP25                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          33 | NC      | $11373.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                        | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      168000 | PA      | $186289.97    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7846.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      133000 | PA      | $133074.35    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | USD/JPY Down-and-out barrier option; Barrier price USD 136.00000                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       92300 | OU      | $820.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                                        | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250408.05    | 0.03%             | 2034-07-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.936250 19-MAR-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    50773791 | OU      | $-78216.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | 5Y RTR 3.230000 12-SEP-2025                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -39001000 | OU      | $-196789.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                                     | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      415533 | PA      | $415533.00    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46176 | PA      | $44585.42     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                 | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97550.84     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14523 | PA      | $12940.78     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                  | FIGRE Trust 2025-HE3                                                             | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2015000 | PA      | $2028342.93   | 0.23%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28900 | PA      | $23235.23     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GRP                                                      | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $129323.88    | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (ITRAXX.EUR.43.V1)                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2201161 | OU      | $55928.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                                           | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $824986.57    | 0.09%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $422558.72    | 0.05%             | 2038-09-10      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 12-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4075500 | OU      | $105056.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40768 | PA      | $36516.42     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1549814.23   | 0.18%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                                        | CIFC European Funding CLO I DAC                                                  | CUSIP: 000000000<br>LEI: 635400RKFO6YLRKH3C54 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117864.89    | 0.01%             | 2032-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTR 3.600000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    61350000 | OU      | $323764.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                      | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      677601 | PA      | $660914.72    | 0.08%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 14.775000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     5772385 | OU      | $-23.04       | -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      | $199575.00    | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |           1 | NC      | $8264.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                  | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1905.90      | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                          | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      825000 | PA      | $818812.50    | 0.09%             | 2036-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                     | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      233512 | PA      | $182139.35    | 0.02%             | 2028-11-08      | Fixed         | 7.63%                 | 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        |      103000 | PA      | $102226.07    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $2435.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                                      | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $189000.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127104.60    | 0.01%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2179 | PA      | $1946.64      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98681.27     | 0.01%             | 2049-02-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $15226.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119358 | PA      | $108712.56    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         973 | PA      | $982.11       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $42.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      347569 | PA      | $293105.27    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $409999.92    | 0.05%             | 2039-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                                       | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      182000 | PA      | $34398.00     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      162000 | PA      | $159970.84    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      303764 | PA      | $309742.80    | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11285 | PA      | $10899.60     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                         | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      303000 | PA      | $186914.64    | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                                                    | Digital Room Holdings Inc 2021 Term Loan                                         | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      132548 | PA      | $130642.79    | 0.02%             | 2028-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                     | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129066.00    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3302 | PA      | $3179.30      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4859.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWAP/CDSWAP/SCDS: (MEX)                                                          | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DCR              |  | US        |      289800 | OU      | $865.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      247727 | OU      | $-39.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                                              | Hamlin Park CLO Ltd                                                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3010246.50   | 0.35%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      938500 | PA      | $49887.87     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                             | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                      | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      180000 | PA      | $169899.44    | 0.02%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      984000 | OU      | $5417.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-6882.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $809.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4166000 | PA      | $3794225.45   | 0.44%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | NASDAQ 100 E-MINI SEP25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          21 | NC      | $429688.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.835000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6125824 | OU      | $-43.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -1 | NC      | $-1067.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       17084 | NS      | $98410.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -56 | NC      | $-1904.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                     | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $202576.00    | 0.02%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.137500 12-MAY-2033                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5752341 | OU      | $-134413.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      339000 | PA      | $199044.26    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                      | Infrastrutture Wireless Italiane SpA                                             | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112663.81    | 0.01%             | 2028-10-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 8.470000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   112438824 | OU      | $27973.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      433796 | PA      | $435221.13    | 0.05%             | 2054-03-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335AGZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |        8388 | PA      | $8533.68      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                                           | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118354.59    | 0.01%             | 2029-07-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251164 | PA      | $211780.27    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                               | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $634077.61    | 0.07%             | 2034-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |      217727 | OU      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       59000 | PA      | $56963.77     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | EUR P USD C @1.055000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       85200 | OU      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $9314.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CART                                                                         | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $158783.65    | 0.02%             | 2041-08-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3086.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                      | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2060.05      | 0.00%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $255050.25    | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                          | Benin Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      100000 | PA      | $100220.04    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Industrial Development Authority                         | HILLSBOROUGH CNTY FLA INDL DEVAUTH HEALTH SYS REVENUE                            | CUSIP: 43233KAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $154361.60    | 0.02%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                 | VOYA CLO 2017-2                                                                  | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $622600.03    | 0.07%             | 2030-06-07      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $244096.30    | 0.03%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         173 | NS      | $231669.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-PARK HOLDING I BV                                                          | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      215000 | PA      | $261553.63    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                      | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      183000 | PA      | $189876.23    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                        | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    18123000 | PA      | $358880.38    | 0.04%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6225 | PA      | $5876.50      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $1072.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                     | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      243000 | PA      | $250346.38    | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                               | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     1000000 | PA      | $655688.72    | 0.08%             | 2066-06-14      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                                   | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119567.64    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                       | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      100000 | PA      | $111822.86    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                         | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      136303 | PA      | $133662.13    | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294805 | PA      | $237211.86    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                       | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      570000 | PA      | $572850.00    | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: GBP 4.000000 20-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5128500 | OU      | $91299.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                      | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      388000 | PA      | $382025.27    | 0.04%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3990369 | PA      | $169392.76    | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                       | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      120154 | PA      | $104173.52    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | 10Y RTP 3.750000 07-JUL-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |    -7030811 | OU      | $-14015.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                               | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $375636.96    | 0.04%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.780000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1260599 | OU      | $-352.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                      | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      107000 | PA      | $102348.14    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                                           | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |      220634 | PA      | $303692.76    | 0.03%             | 2094-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $187999.96    | 0.02%             | 2036-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      245127 | PA      | $217512.09    | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-42339.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                            | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $253378.13    | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      112000 | PA      | $112010.08    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                     | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      126000 | PA      | $126913.50    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8869.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $258.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                                     | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | PL        |           1 | NC      | $176984.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         620 | PA      | $582.97       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ELI LILLY + CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           1 | NC      | $3052.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-918.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-173.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.670000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    12444248 | OU      | $-81.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      242000 | PA      | $232252.87    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                       | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27000.00     | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $21767.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                      | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        6000 | PA      | $5624.88      | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17363 | PA      | $16619.70     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: IFS 2.693000 15-AUG-2032                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |      535000 | OU      | $20111.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                        | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       25652 | PA      | $25722.67     | 0.00%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | E-MINI RUSS 2000 SEP25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -23 | NC      | $-84390.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.987300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4128300 | OU      | $55087.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                           | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      152000 | PA      | $190239.03    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80472 | PA      | $78251.97     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1480089 | OU      | $-233.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178629 | PA      | $178467.16    | 0.02%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |           1 | NC      | $878408.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1929.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62095.76     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      362000 | PA      | $240268.36    | 0.03%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                                      | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $5500.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |      218200 | OU      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -51 | NC      | $-3229.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: GBP 4.000000 16-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6330400 | OU      | $111894.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                               | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248253.10    | 0.03%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                                                  | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      200536 | PA      | $236552.50    | 0.03%             | 2042-02-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                         | N TX MUNI WTR DIST REGL WSTWTR SYS CONTRACT REVENUE                              | CUSIP: 66283ALJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $75758.67     | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                               | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1140000 | PA      | $1180170.18   | 0.14%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Polaris                                                                      | Polaris 2023-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400VADRWDQSM8BE46 | Long             | ABS-MBS          | CORP              | GB        |      160000 | PA      | $223556.54    | 0.03%             | 2061-02-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                     | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      390000 | PA      | $366282.84    | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (ITRAXX.FINSR.43.V1)                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2265000 | OU      | $-52283.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                         | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244347.01    | 0.03%             | 2032-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1147 | NC      | $-1355906.18  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                          | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $204276.00    | 0.02%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                     | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102235.76    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                                        | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $1028750.00   | 0.12%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | SWAP/CDSWAP/SCDS: (MEX)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |      203000 | OU      | $605.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43692 | PA      | $41366.46     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 0.020000 26-AUG-2031                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     8789346 | OU      | $1473731.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1597000 | PA      | $408409.48    | 0.05%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2361879 | PA      | $2365338.21   | 0.27%             | 2054-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | 3Y RTR 3.500000 18-AUG-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    30150141 | OU      | $192543.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                                               | NEW YORK COMMUNITY BANCORP INC                                                   | CUSIP: 000000000<br>LEI: 529900HVXOTLY61GL030 | N/A              | DE               |  | US        |          74 | NS      | $141314.84    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                                       | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -95 | NC      | $-142.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         276 | NS      | $76079.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      204129 | PA      | $178723.43    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11550 | PA      | $10289.45     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7832.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $9822.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 5Y RTR 2.050000 02-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -5171000 | OU      | $-7699.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                      | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      197000 | PA      | $192628.57    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3056 | PA      | $2866.35      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                                 | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $239674.56    | 0.03%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      316000 | PA      | $318469.00    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       72000 | PA      | $59796.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        1883 | NS      | $89103.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAKED JUICE LLC                                                              | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       28421 | PA      | $28122.56     | 0.00%             | 2029-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15227 | PA      | $15047.63     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-109922.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                  | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1326000 | PA      | $1059762.41   | 0.12%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.720000 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1972913 | OU      | $51.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 11.573000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     3560000 | OU      | $28115.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                      | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     9530000 | PA      | $223693.61    | 0.03%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-53.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       56000 | PA      | $53226.67     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -170 | NC      | $-2550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                                                     | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $148627.17    | 0.02%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                                      | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       51000 | PA      | $60921.56     | 0.01%             | 2026-10-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 5.127000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6048317 | OU      | $-14460.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                  | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380000 | PA      | $385082.61    | 0.04%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       83000 | PA      | $100428.27    | 0.01%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                     | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118677.35    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $4121.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $3908.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                          | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $169911.16    | 0.02%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                                | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |      238090 | PA      | $327808.92    | 0.04%             | 2061-09-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96497 | PA      | $73159.59     | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                     | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92559.21     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                            | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      107360 | PA      | $85093.54     | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    36225000 | PA      | $646097.70    | 0.07%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                                            | Palladyne AI Corp                                                                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         305 | NS      | $2641.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         765 | PA      | $717.45       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | MASSACHUSETTS ST                                                                 | CUSIP: 57582RXA9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1006036.61   | 0.12%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $371.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                             | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      209000 | PA      | $210254.00    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                                                         | Grupo Posadas SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |      200813 | PA      | $189894.80    | 0.02%             | 2027-12-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4062 | PA      | $3729.85      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                         | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      407856 | PA      | $407170.90    | 0.05%             | 2054-03-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209500.00    | 0.02%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101738.42    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                       | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $195950.00    | 0.02%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106000 | PA      | $106635.43    | 0.01%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                          | LCM XVIII LP                                                                     | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |      116942 | PA      | $116952.06    | 0.01%             | 2031-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $3742.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205766.40    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162037 | PA      | $148535.28    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                     | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      210855 | PA      | $197571.50    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-15649.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268714 | PA      | $246684.05    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39353.02     | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                                          | Hyundai Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $206570.00    | 0.02%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $441.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $12444.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44909.20     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                               | Apidos CLO LIII                                                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006389.80   | 0.23%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                     | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      162000 | PA      | $190828.01    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GRDF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136574 | PA      | $136890.38    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.823000 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1704714 | OU      | $541.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fact SA                                                                      | FACT SA/LU                                                                       | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118007.45    | 0.01%             | 2031-09-22      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $163010.71    | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                           | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         186 | NS      | $68195.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300551 | PA      | $248287.60    | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-32068.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $641228.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98127 | PA      | $97079.59     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       37000 | PA      | $39601.10     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $61283.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83532.48     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      221000 | PA      | $211569.45    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-536.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                     | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      262000 | PA      | $257698.63    | 0.03%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                      | GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE                                     | CUSIP: 39081JJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       85000 | PA      | $87590.54     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                   | CENT Trust 2023-CITY                                                             | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1494803 | PA      | $1496660.89   | 0.17%             | 2038-09-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99957.90     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      414000 | PA      | $400539.00    | 0.05%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group, Inc.                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $219130.12    | 0.03%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $123.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202077.20    | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.550000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31903000 | OU      | $-6510.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     6700000 | PA      | $8215844.50   | 0.94%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |           1 | NC      | $1019.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $52359.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      725000 | PA      | $13238.19     | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5886.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Trust                                                                    | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140738.53    | 0.02%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246226 | PA      | $232936.76    | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133006 | PA      | $106991.84    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $138.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $916399.84    | 0.11%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |           1 | NC      | $55403.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                          | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1226756.64   | 0.14%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      541000 | PA      | $559218.31    | 0.06%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                                | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       13141 | PA      | $3153.84      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      162000 | PA      | $161750.52    | 0.02%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $205500.00    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                           | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $209093.80    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | 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              |  | US        |      300000 | PA      | $299619.00    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EHWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46000 | PA      | $47303.51     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                       | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $373405.76    | 0.04%             | 2039-06-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                      | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $37833.60     | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-156315.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.305300 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1754238 | OU      | $761.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                             | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |           1 | NC      | $-1348.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       76000 | PA      | $84537.83     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2607 | PA      | $2503.57      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                        | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   120795000 | PA      | $2158263.33   | 0.25%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1835 | PA      | $1686.97      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $6544.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                       | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212537.97    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                                                          | Namibia International Bonds                                                      | CUSIP: 000000000<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |      200000 | PA      | $198876.00    | 0.02%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Castell                                                                      | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |      240000 | PA      | $330391.62    | 0.04%             | 2062-01-27      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                     | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $204502.00    | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $478318.71    | 0.05%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                                     | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      413000 | PA      | $551096.88    | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTP 4.100000 01-MAY-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -61350000 | OU      | $-56433.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200000 | PA      | $185924.06    | 0.02%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | USD P TWD C @29.20 EO                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      822780 | OU      | $22475.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |           1 | NC      | $82789.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                                     | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |      271000 | PA      | $373587.98    | 0.04%             | 2067-05-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3878 | PA      | $3708.06      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-5457.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -468 | NC      | $-3276.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                                                | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      260000 | PA      | $247455.00    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | ZA        |           1 | NC      | $232.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 6.942569 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5785677 | OU      | $98.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 18-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25832935 | OU      | $536334.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $95631.01     | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                   | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $353952.88    | 0.04%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.500000 08-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26398000 | OU      | $124086.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                                     | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $203562.12    | 0.02%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128000 | PA      | $123506.40    | 0.01%             | 2039-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | 3Y RTR 3.200000 18-AUG-2025                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -30150141 | OU      | $-73383.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.330000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1222247 | OU      | $2291.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-31788.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                                 | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $137996.33    | 0.02%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                               | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |       37417 | PA      | $51395.01     | 0.01%             | 2031-09-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                     | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      166000 | PA      | $171352.50    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      600000 | OU      | $-14301.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                         | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $201198.00    | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263438 | PA      | $232203.84    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (ITRAXX.ASIA.XJ.IG.43.V1)                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      164886 | OU      | $-1940.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3871.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.406000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16969720 | OU      | $-8828.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                 | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $240084.38    | 0.03%             | 2028-11-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199250.00    | 0.02%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1959000 | PA      | $1231493.54   | 0.14%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 9.785000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |    10928706 | OU      | $-190636.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                                           | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      125000 | PA      | $149498.50    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78986 | PA      | $70898.89     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      335000 | PA      | $239842.97    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T Inc                                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $134242.97    | 0.02%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                     | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    17102000 | PA      | $2986027.27   | 0.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53326700 | PA      | $2707038.01   | 0.31%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | PA      | $333206.84    | 0.04%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97762 | PA      | $91905.92     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                         | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        2000 | PA      | $2342.32      | 0.00%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-239.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                          | Muthoot Finance Ltd                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $298500.00    | 0.03%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                                         | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      222000 | PA      | $183223.79    | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291216 | PA      | $292307.92    | 0.03%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      184000 | PA      | $191987.44    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1962.27      | 0.00%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1424000 | PA      | $1444800.75   | 0.17%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4676 | PA      | $4661.92      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10904.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                            | CPPIB Capital Inc Term Loan B                                                    | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      238200 | PA      | $237307.17    | 0.03%             | 2031-08-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                     | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213870 | PA      | $214848.50    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                         | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $494468.86    | 0.06%             | 2031-05-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36483 | PA      | $30662.52     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4025000 | PA      | $73147.88     | 0.01%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                          | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1034956.26   | 0.12%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 CERT                                                           | TVC DSCR 21 1 CERT                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314192 | PA      | $269665.29    | 0.03%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    83240493 | PA      | $4325048.83   | 0.50%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                     | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      200000 | PA      | $195477.62    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $135930.75    | 0.02%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-32752.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                                     | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | SN               | CORP              | AU        |      470000 | PA      | $307558.13    | 0.04%             | 2055-03-11      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $2875.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      226000 | PA      | $181050.86    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                      | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $31295.93     | 0.00%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.769000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    26731000 | OU      | $-25189.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                   | El Salvador Government International Bonds                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      153000 | PA      | $162323.82    | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       93667 | OU      | $-5003.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System Revenue                      | GREAT LAKES MI WTR AUTH WTR SPLY SYS REVENUE                                     | CUSIP: 39081JGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      190000 | PA      | $195275.42    | 0.02%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      277000 | PA      | $172363.00    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 10.975000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     4677000 | OU      | $-10527.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $129053.54    | 0.01%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                     | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $203200.00    | 0.02%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139724.33    | 0.02%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-110679.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $832.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                          | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118407.60    | 0.01%             | 2031-05-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                            | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      175851 | PA      | $135994.37    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                         | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      168000 | PA      | $206621.92    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIRKUL INC                                                                   | Cirkul Inc 2nd Lien PIK Term Loan                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      371000 | PA      | $353859.80    | 0.04%             | 2028-04-23      | Floating      | 11.88%                | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 4.015850 16-SEP-2026 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35000000 | OU      | $-176614.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      139000 | PA      | $141953.61    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC WARRANTS                                                       | INSIGHT M INC WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      280744 | NS      | $27569.06     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29745 | PA      | $28507.60     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                        | Mexico Government International Bonds                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $203900.00    | 0.02%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                                      | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104554.80    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1442000 | PA      | $1409176.11   | 0.16%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED JPY / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |           1 | NC      | $-18933.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                        | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1535000 | PA      | $31222.37     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERLF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20559 | PA      | $18371.81     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                   | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      173000 | PA      | $172321.53    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99870.82     | 0.01%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199247.30    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Veritas US Inc                                                               | Veritas US Inc 2024 Priority Term Loan                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |       89160 | PA      | $89159.60     | 0.01%             | 2029-12-09      | Floating      | 16.80%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19872 | PA      | $19323.48     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                   | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       80000 | PA      | $50098.92     | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                 | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108925.38    | 0.01%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $238163.82    | 0.03%             | 2037-05-28      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     6056970 | OU      | $1333.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6721 | PA      | $6705.94      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                     | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      960000 | PA      | $627142.38    | 0.07%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Eagle Mountain & Saginaw Independent School District                         | EAGLE MOUNTAIN & SAGINAW TX INDEP SCH DIST                                       | CUSIP: 269696RH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      295000 | PA      | $250954.41    | 0.03%             | 2052-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                                     | CommScope Holding Co Inc                                                         | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       14815 | NS      | $122668.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       85000 | PA      | $100902.78    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                            | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       92000 | PA      | $108365.42    | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                 | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        1115 | NS      | $158185.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57191.41     | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | USD/JPY One-touch barrier option; Barrier price USD 135.00000                    | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |       51000 | OU      | $2006.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KRMR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      524028 | PA      | $517803.06    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                 | AGL CLO 24 Ltd                                                                   | CUSIP: 00119AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2017157.80   | 0.23%             | 2038-03-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.627079 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      579957 | OU      | $11991.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231922 | PA      | $235984.61    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      282000 | PA      | $275925.40    | 0.03%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BAYER AG                                                                     | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $126659.26    | 0.01%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $58.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      121765 | PA      | $99211.62     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                         | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      159000 | PA      | $161897.44    | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24529 | PA      | $23808.86     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       24433 | NS      | $211707.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          29 | NC      | $1885.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101021.64    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20355303 | PA      | $1000050.01   | 0.11%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-4810.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTR 3.100000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -51096040 | OU      | $-116353.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pony                                                                         | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $117508.71    | 0.01%             | 2033-01-14      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134598.35    | 0.02%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29984 | PA      | $28125.33     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.815500 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      794184 | OU      | $-240.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |           1 | NC      | $-1629.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $775403.76    | 0.09%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-112396.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                                     | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118415.84    | 0.01%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                       | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $201250.00    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 12302700000 | PA      | $2592593.95   | 0.30%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                             | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IN        |           1 | NC      | $583.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94320 | PA      | $86648.56     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                          | Core Scientific Inc                                                              | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       44000 | PA      | $47795.00     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7356.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Bitcoin Trust ETF                                                    | iShares Bitcoin Trust ETF                                                        | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |       32281 | NS      | $1975920.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.155200 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19898603 | OU      | $147.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                            | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       63000 | PA      | $58605.75     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                                     | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123611.23    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20946 | PA      | $19744.84     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO                                                                  | HARVEST CLO                                                                      | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118934.84    | 0.01%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.790000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10935225 | OU      | $27.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-101534.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-28.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-169.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.950000 06-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    63560000 | OU      | $809356.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                      | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61940 | PA      | $56879.72     | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      712494 | PA      | $719333.46    | 0.08%             | 2056-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      868000 | PA      | $616664.25    | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                            | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $233688.68    | 0.03%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                     | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      191000 | PA      | $189348.91    | 0.02%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       61000 | PA      | $77703.28     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83061.17     | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      182000 | PA      | $186952.04    | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPMW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51907 | PA      | $52551.46     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         214 | PA      | $200.81       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      856000 | PA      | $548854.03    | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $138616.42    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                               | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117712.61    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                            | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       61000 | PA      | $60428.13     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-50984.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                       | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       71041 | PA      | $4262.49      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zambia Government International Bonds                                        | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       66163 | PA      | $60704.68     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                          | PFS Financing Corp                                                               | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1134000 | PA      | $1133729.54   | 0.13%             | 2027-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $407309.27    | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |           1 | NC      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $18364.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136624.19    | 0.02%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9204000 | PA      | $2541119.61   | 0.29%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154543.14    | 0.02%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61128 | PA      | $51566.74     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                             | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      500000 | PA      | $498750.00    | 0.06%             | 2030-04-02      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                     | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     1805000 | PA      | $2046643.37   | 0.24%             | 2027-02-12      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17756.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1592 | PA      | $1464.11      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $122.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1334.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15746 | PA      | $15147.32     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BUND FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -143 | NC      | $121744.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                                                  | SWP: OIS 15.410000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     3868800 | OU      | $-20490.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $3256.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3006.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson                                                                       | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      149000 | PA      | $204526.64    | 0.02%             | 2031-08-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                                            | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |      128646 | PA      | $151729.73    | 0.02%             | 2033-12-15      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2971000 | PA      | $4150728.48   | 0.48%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      118000 | PA      | $116804.46    | 0.01%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                                     | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      100000 | PA      | $102765.00    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                          | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      221000 | PA      | $222319.59    | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                 | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176681 | PA      | $177678.78    | 0.02%             | 2032-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | EUR C NOK P @11.80000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      224000 | OU      | $2314.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3510 | PA      | $3427.81      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                     | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203767.50    | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                 | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94290.00     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8880.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                       | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118917.73    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: JPY 1.452000 11-MAR-2054 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   234530000 | OU      | $-253499.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                     | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $32303.92     | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $2874.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    26400000 | PA      | $1294018.57   | 0.15%             | 2032-11-11      | Fixed         | 4.50%                 | 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        |      145000 | PA      | $129425.86    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                  | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107110.29    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $130292.87    | 0.01%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100543.38    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136552.56    | 0.02%             | 2026-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $18881.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                       | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $200619.60    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                            | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1243500.00   | 0.14%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                        | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-507.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99877.11     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6180000 | PA      | $892531.17    | 0.10%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                        | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103638.50    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $744686.20    | 0.09%             | 2042-11-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $687882.98    | 0.08%             | 2051-08-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1101913.56   | 0.13%             | 2034-03-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4169.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                                    | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      103000 | PA      | $122925.95    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      220000 | PA      | $218911.64    | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $201250.00    | 0.02%             | 2025-11-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157000 | PA      | $161843.69    | 0.02%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4471000 | PA      | $1200267.54   | 0.14%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19861 | PA      | $16158.91     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2394000 | PA      | $667335.76    | 0.08%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $103046.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13297 | PA      | $11172.42     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                         | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $194800.00    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                     | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       83000 | PA      | $82221.88     | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS BOND                                                      | NEW GENERATION GAS BOND                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      761081 | PA      | $755372.97    | 0.09%             | 2029-09-30      | Variable      | 10.05%                | No            |                  3 | On Loan: No      |
| Argentina Republic Government International Bonds                            | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       79000 | PA      | $49019.50     | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4744 | PA      | $4565.97      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | XX        |           1 | NC      | $67016.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $3274.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                        | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      958000 | PA      | $991530.00    | 0.11%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      316000 | PA      | $313536.72    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4149.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179QR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19211 | PA      | $19360.38     | 0.00%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96771 | PA      | $88078.61     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $3607.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWAP/CDSWAP/SCDS: (BRAZIL)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      194800 | OU      | $4056.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-92623.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                           | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95645.17     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $8775.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $-510.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103561 | PA      | $83247.06     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |           1 | NC      | $104.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $-3903.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        1076 | NS      | $72181.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42149.49     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19556 | PA      | $18787.02     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4343.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                     | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3874.32      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         558 | PA      | $537.23       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-19240.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                     | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $204438.00    | 0.02%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                       | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116827.85    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      968152 | PA      | $970444.19    | 0.11%             | 2054-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.952300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2064150 | OU      | $26170.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.182065 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      153490 | OU      | $-379.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4288 | PA      | $4139.32      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1388336.71   | 0.16%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20413 | PA      | $19843.71     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BTER9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9654 | PA      | $9090.42      | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                       | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       16000 | PA      | $16496.80     | 0.00%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166902.60    | 0.02%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                                                  | Red & Black Auto Germany 8 UG                                                    | CUSIP: 000000000<br>LEI: 391200E3OPA9K4R22Z70 | Long             | ABS-O            | CORP              | DE        |       24251 | PA      | $28567.32     | 0.00%             | 2030-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWP: OIS 12.435000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    11717880 | OU      | $-46614.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1057.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $435429.63    | 0.05%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      300000 | PA      | $291864.38    | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2556737 | PA      | $2560509.30   | 0.29%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                                                | MCM 2021 VFN1                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      715077 | PA      | $492477.68    | 0.06%             | 2028-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PCL Funding                                                                  | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |      400000 | PA      | $551311.02    | 0.06%             | 2028-05-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1138 | PA      | $1012.30      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | 2Y RTR 3.080000 26-SEP-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -76440000 | OU      | $-155930.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                                            | Palladyne AI Corp                                                                | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       28519 | NS      | $10894.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      203000 | PA      | $202792.07    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $476875.00    | 0.05%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $950.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10514 | PA      | $9180.59      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1383 | PA      | $1357.96      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      453360 | PA      | $449866.32    | 0.05%             | 2054-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $133455.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-826.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                           | Ahlstrom Holding 3 Oy                                                            | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $115677.70    | 0.01%             | 2028-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.730000 19-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   100648000 | OU      | $-2711.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XGBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4607 | PA      | $4536.60      | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                               | Sabre GLBL Inc 2021 Term Loan B2                                                 | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       58364 | PA      | $57238.05     | 0.01%             | 2027-12-17      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $1538.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-5036.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (CDX.EM.43.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      404759 | OU      | $9921.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                             | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        1500 | NS      | $177000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $-30020.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                     | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      259000 | PA      | $232270.16    | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.400000 31-OCT-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13461996 | OU      | $416981.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                     | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       49762 | PA      | $50546.27     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Flowco Holdings Inc                                                          | Flowco Holdings Inc                                                              | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12475 | NS      | $222179.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                     | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3724000 | PA      | $2520616.81   | 0.29%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      115000 | PA      | $133754.09    | 0.02%             | 2026-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MY        |           1 | NC      | $1221.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                   | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $908232.87    | 0.10%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                                      | RESORT CMNTYS LOANCO LP                                                          | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2337056 | PA      | $2351779.45   | 0.27%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         226 | NS      | $166808.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2739.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $772.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                                         | OCEANA A NOTE 4 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      414000 | PA      | $285770.92    | 0.03%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| AMGEN INC                                                                    | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1407000 | PA      | $1367871.20   | 0.16%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.754500 15-DEC-2025                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11532000 | OU      | $-66699.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BUEC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29203 | PA      | $27540.68     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 9.040000 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   111542654 | OU      | $317129.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                     | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      202000 | PA      | $248370.45    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                   | CAN 10YR BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         328 | NC      | $154585.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      675000 | PA      | $658403.23    | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1476.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $430500.80    | 0.05%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2426000 | PA      | $2421911.95   | 0.28%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-497.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 17206000000 | PA      | $1178795.51   | 0.14%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INSIGHT M INC SERIES D                                                       | INSIGHT M INC SERIES D                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      270943 | NS      | $61639.53     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                                        | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      962000 | PA      | $1034015.00   | 0.12%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                               | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                          | CUSIP: 64613CGH5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      230000 | PA      | $235760.56    | 0.03%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                 | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      175000 | PA      | $211558.76    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-SCHATZ FUT SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         188 | NC      | $-33205.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26582 | PA      | $25594.02     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $174.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                      | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116615.76    | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                 | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      311000 | PA      | $344408.26    | 0.04%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192891.00    | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      164000 | PA      | $184370.86    | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      691000 | PA      | $709331.95    | 0.08%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: JPY 1.450000 06-MAR-2054 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   234530000 | OU      | $-253842.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-3920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                                      | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      137000 | PA      | $136728.45    | 0.02%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 0.741000 17-JUN-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   751000000 | OU      | $5204.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617BJRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24346 | PA      | $22960.59     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA ALEXANDRE III SAS                                                       | Nova Alexandre III SAS                                                           | CUSIP: 000000000<br>LEI: 969500J0AKOB1UHO6I65 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119270.75    | 0.01%             | 2029-07-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                                         | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $195440.00    | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |           1 | NC      | $4513.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                               | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120153.79    | 0.01%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118533.66    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                 | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $120121.52    | 0.01%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      282426 | PA      | $239017.72    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10980 | PA      | $10561.26     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-16373.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $710887.50    | 0.08%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                           | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $104964.25    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                              | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      419398 | PA      | $420838.32    | 0.05%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4394.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                               | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $65744.68     | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWAP/CDSWAP/SCDS: (MEX)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      227000 | OU      | $677.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21580000 | PA      | $3802294.56   | 0.44%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | EUR/USD One-touch barrier option; Barrier range EUR 1.13000-1.18000              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | DE        |       53000 | OU      | $1169.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $203105.60    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                                | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |      196169 | PA      | $269756.18    | 0.03%             | 2033-04-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $12.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.750000 09-AUG-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8715901 | OU      | $19552.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                                          | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $328887.53    | 0.04%             | 2031-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TTAN                                                                         | TTAN 2021-MHC                                                                    | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253785 | PA      | $254022.59    | 0.03%             | 2038-03-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $10466.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-17002.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1168.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8996 | PA      | $8519.90      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      228000 | PA      | $219207.73    | 0.03%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                     | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      104000 | PA      | $108030.00    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                 | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88369.04     | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      209000 | PA      | $247967.93    | 0.03%             | 2031-08-14      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                       | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103049.50    | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      493061 | PA      | $431616.91    | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      526000 | PA      | $578359.04    | 0.07%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                                         | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     1929000 | PA      | $2186213.65   | 0.25%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | Home Depot Inc/The                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2564000 | PA      | $2461644.30   | 0.28%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $10212.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      692000 | PA      | $645956.45    | 0.07%             | 2039-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 6.020000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   138623036 | OU      | $392.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-74185.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.251000 19-MAR-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16415859 | OU      | $-4031.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      480000 | PA      | $579031.82    | 0.07%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                                      | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      960000 | PA      | $100486.00    | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      392000 | PA      | $274864.82    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                 | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20516.83     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3673000 | PA      | $4372651.61   | 0.50%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         786 | NS      | $164690.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71100 | PA      | $60255.60     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1917200 | PA      | $1906981.10   | 0.22%             | 2054-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 A                                                              | TVC DSCR 21 1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640538 | PA      | $587695.36    | 0.07%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         791 | PA      | $764.34       | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 3.000000 05-MAR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6374271 | OU      | $234173.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-25623.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                        | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    12853000 | PA      | $261426.39    | 0.03%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      144000 | PA      | $182495.18    | 0.02%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CZ        |           1 | NC      | $30035.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    62158800 | PA      | $3270438.33   | 0.38%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46196 | PA      | $38906.68     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24408 | PA      | $23159.52     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                 | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        1501 | NS      | $106269.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                                          | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140175.00    | 0.02%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $142302.04    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                   | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       90000 | PA      | $57599.27     | 0.01%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      552000 | PA      | $568203.24    | 0.07%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                     | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200136.80    | 0.02%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7212 | PA      | $6944.14      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      546000 | PA      | $662303.72    | 0.08%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $2461.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                                           | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      103000 | PA      | $122287.65    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                        | Brazil Government International Bonds                                            | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3900000 | PA      | $3514680.00   | 0.40%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $98307.47     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $245469.22    | 0.03%             | 2034-11-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 6.002600 19-MAR-2030 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    84433000 | OU      | $12602.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                     | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      155000 | PA      | $164793.37    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132QTHA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4213 | PA      | $4078.89      | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      349000 | PA      | $335646.13    | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                             | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       61000 | PA      | $52156.26     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                       | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104107.80    | 0.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9154 | PA      | $8938.09      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                         | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $202990.00    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1478 | PA      | $1316.75      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.455000 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17731149 | OU      | $-6631.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3086.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-134858.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                                        | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |      270858 | PA      | $271016.53    | 0.03%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-100163.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3610 | PA      | $3243.77      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335ARP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |       12416 | PA      | $12788.28     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      319182 | PA      | $257178.13    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138Y8EH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3151 | PA      | $3080.96      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $4660.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      677153 | PA      | $575736.12    | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $136084.63    | 0.02%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                      | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      400000 | PA      | $370588.00    | 0.04%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123670 | PA      | $117575.40    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 32911000000 | PA      | $2072472.47   | 0.24%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.035000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2858267 | OU      | $-5375.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103082.60    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | 5Y RTP 2.500000 25-SEP-2025                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | KY        |   -13815000 | OU      | $-35481.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                     | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       12000 | PA      | $13252.27     | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       46000 | PA      | $41473.60     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                     | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      213800 | PA      | $30616.16     | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      238000 | PA      | $289270.26    | 0.03%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.822500 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15930000 | OU      | $4761.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                     | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238474.22    | 0.03%             | 2026-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson County Unified School District No 231 Gardner - Edgerton             | JOHNSON CNTY KS UNIF SCH DIST#231                                                | CUSIP: 478710YV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $103171.21    | 0.01%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1605188 | PA      | $1614260.01   | 0.19%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                  | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                            | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47888 | PA      | $49247.15     | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $446543.63    | 0.05%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1272739 | PA      | $1219811.30   | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $392300.00    | 0.05%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242398 | PA      | $182479.55    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      193000 | PA      | $192548.49    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                     | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       97000 | PA      | $99568.27     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $43576.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $169946.81    | 0.02%             | 2041-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FREEWIRE EQUITY                                                              | FREEWIRE EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-150751.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      383000 | PA      | $383536.55    | 0.04%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                         | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255LAU6<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500716.90    | 0.06%             | 2037-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q83T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52330 | PA      | $50831.51     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $18.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93946 | PA      | $75555.87     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      193000 | PA      | $189720.27    | 0.02%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                             | COLT 2025-5 Mortgage Loan Trust                                                  | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1878972.00   | 0.22%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6713 | PA      | $5995.20      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -82 | NC      | $-213213.03   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2138.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      135000 | PA      | $138160.08    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                | USD P BRL C @5.520000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |     1349000 | OU      | $25935.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                         | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $145350.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-4076.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40465 | PA      | $36274.93     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4739.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Panama Government International Bond                                             | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $101200.00    | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4475000 | PA      | $80071.83     | 0.01%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136000 | PA      | $133275.36    | 0.02%             | 2031-12-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H040681<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      416000 | PA      | $386673.29    | 0.04%             | 2054-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25742 | PA      | $21639.19     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      647000 | PA      | $646797.81    | 0.07%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                     | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      142000 | PA      | $145709.89    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                               | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      290000 | PA      | $239815.78    | 0.03%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.615000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3162215 | OU      | $-194.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                      | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120104.39    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-8879.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      338000 | PA      | $336450.13    | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL CORP                                                              | San Miguel Corp                                                                  | CUSIP: 000000000<br>LEI: 549300AGC9NFF12PHN68 | Long             | DBT              | CORP              | PH        |      289000 | PA      | $288422.00    | 0.03%             | 2025-07-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615530 | PA      | $617261.37    | 0.07%             | 2039-02-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      264248 | PA      | $254155.90    | 0.03%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28889 | PA      | $27927.47     | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           8 | NC      | $4660.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $20031.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $320697.06    | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                              | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      200000 | PA      | $203253.60    | 0.02%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      106150 | PA      | $107749.87    | 0.01%             | 2053-11-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                                          | VZ Vendor Financing II BV                                                        | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      170000 | PA      | $181753.97    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104998.14    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |           1 | NC      | $586.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 5.237500 19-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6665187 | OU      | $-8668.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-OAT FUTURE SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         197 | NC      | $-241965.36   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.020000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4359346 | OU      | $-413.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $880811.09    | 0.10%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                          | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         868 | NS      | $63528.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust 2017-CC                                                                | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $176540.06    | 0.02%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| IREN Ltd                                                                     | IREN Ltd                                                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |        7890 | NS      | $114957.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      196000 | PA      | $162063.14    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25811 | PA      | $24465.56     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $50243.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      133000 | PA      | $135811.62    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34357 | PA      | $32535.76     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                      | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       12000 | PA      | $12137.32     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132JNVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1139 | PA      | $1107.13      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      307000 | PA      | $377156.09    | 0.04%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $4125.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                            | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $77239.39     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146634 | PA      | $145583.98    | 0.02%             | 2052-06-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9076 | PA      | $8258.56      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                               | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |      210390 | PA      | $289604.13    | 0.03%             | 2057-03-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5047.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |           1 | NC      | $21279.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2230000 | PA      | $1972121.22   | 0.23%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                             | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-933.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.405000 26-JUN-2027 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3505000 | OU      | $137.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270340 | PA      | $253884.83    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34310 | PA      | $28046.17     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CNY 1.484000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3085462 | OU      | $-185.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                       | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $269047.57    | 0.03%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      170000 | PA      | $114707.14    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       82182 | OU      | $-4389.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2138.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                                      | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      500000 | PA      | $513075.00    | 0.06%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99057.56     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                             | CVC Cordatus Loan Fund IV DAC                                                    | CUSIP: 000000000<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117074.42    | 0.01%             | 2034-02-22      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135537.52    | 0.02%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.000000 03-NOV-2053 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5309497 | OU      | $34889.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                          | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |       55000 | PA      | $55007.30     | 0.01%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-52992.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 2Y RTP 3.900000 03-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -10266000 | OU      | $-2435.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4160.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103441.00    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | USD C CNH P @7.227000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      719950 | OU      | $1177.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-1695.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                     | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $138452.08    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 13.425000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      561905 | OU      | $1447.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                             | Carlyle US CLO 2024-6 Ltd                                                        | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2503252.25   | 0.29%             | 2037-10-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |           1 | NC      | $24998.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                                           | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $108831.92    | 0.01%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                             | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191428.14    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-174.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | EUR P USD C @1.020000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -2932000 | OU      | $-3.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                                      | Warwick Capital CLO 4 Ltd                                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003789.70   | 0.12%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                        | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $204094.00    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.399500 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3517922000 | OU      | $-191.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-40113.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-24.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 62459000000 | PA      | $3878498.85   | 0.45%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      102000 | PA      | $104261.54    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                          | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6598000 | PA      | $1605019.72   | 0.18%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-4.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209706.80    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-56444.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                             | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $82564.88     | 0.01%             | 2025-11-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47833 | PA      | $45329.01     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax Revenue                                      | DIST OF COLUMBIA INCOME TAX SECURED REVENUE                                      | CUSIP: 25477GYP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      320000 | PA      | $334394.87    | 0.04%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316347 | PA      | $277485.53    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98091.41     | 0.01%             | 2049-02-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 6.070000 19-MAR-2035 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33254500 | OU      | $-5897.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 7.970000 06-JUN-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16986000 | OU      | $-8196.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      350000 | PA      | $332500.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2021-LBA                                                                | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133749 | PA      | $132077.14    | 0.02%             | 2036-02-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $1022979.46   | 0.12%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3638 | PA      | $3521.33      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       92267 | PA      | $85866.58     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8745.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2251859 | PA      | $2271134.91   | 0.26%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-24378.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       76000 | PA      | $66317.11     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $17025.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $903535.30    | 0.10%             | 2057-08-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAL7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $248678.72    | 0.03%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      149000 | PA      | $144857.62    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | CMS USISSO01 5Y-30 OPTION @0.6875B                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -84370000 | NC      | $-26104.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                                           | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99249.07     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336275 | PA      | $283550.98    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                     | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $188900.00    | 0.02%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      193000 | PA      | $191943.58    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | USD P BRL C @5.520000 EO                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |      154000 | OU      | $2960.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          42 | NC      | $27489.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HT TROPLAST AG                                                               | HT Troplast GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123972.63    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD PARTNERSHIP                                                  | PRIME INVTS LTD PARTNERSHIP                                                      | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      904000 | PA      | $902242.26    | 0.10%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                     | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103614.97    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                              | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     1930000 | PA      | $1962655.60   | 0.23%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                     | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $193335.18    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | EUR P USD C @1.125000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      200100 | OU      | $4.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                         | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $199750.00    | 0.02%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      250000 | PA      | $294186.40    | 0.03%             | 2034-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-974.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.922300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2064150 | OU      | $24993.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIRKUL COM 0.01 WARRANTS                                                     | CIRKUL COM 0.01 WARRANTS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         995 | NS      | $13611.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Euro Parfums Fze                                                             | Euro Parfums Fze Term Loan B                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      192700 | PA      | $196804.51    | 0.02%             | 2028-06-23      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| TELECOM ARGENTINA SA                                                         | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       40000 | PA      | $40704.80     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 4.072500 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    20964288 | OU      | $313695.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41481 | PA      | $34886.69     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $112361.61    | 0.01%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                        | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    11000000 | PA      | $197659.10    | 0.02%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      233000 | PA      | $208029.89    | 0.02%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                   | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $572592.53    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CZK 3.660000 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7148556 | OU      | $496.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                        | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99784.49     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105986.70    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                        | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $428773.60    | 0.05%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8998 | PA      | $8762.48      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       28000 | PA      | $27965.00     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                        | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107082.30    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1899000000 | PA      | $118705.37    | 0.01%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       59111 | PA      | $48153.30     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                      | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      371000 | PA      | $426635.67    | 0.05%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JV6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29180 | PA      | $28333.17     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | USD/CAD One-touch barrier option; Barrier price USD 1.33500                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |      150076 | OU      | $15924.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                     | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399719.55    | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-703.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1036000 | PA      | $1045240.53   | 0.12%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: GBP 4.860000 20-JUN-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2670000 | OU      | $129679.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                                         | OCEANA A NOTE 3 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      248000 | PA      | $167301.78    | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1000000 | PA      | $1076491.99   | 0.12%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                             | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14928.93     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130646 | PA      | $105317.48    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                              | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       50233 | PA      | $39851.26     | 0.00%             | 2029-01-24      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (CDX.NA.HY.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      786387 | OU      | $58952.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1173 | PA      | $1101.52      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                      | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $391719.90    | 0.05%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                        | LOUISIANA PUB FACS AUTH REVENUE                                                  | CUSIP: 546399KR6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |      155000 | PA      | $112751.98    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.443000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   542825567 | OU      | $478.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 5Y RTP 2.500000 25-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    -9210000 | OU      | $-23654.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                | USD/CNH Up-and-out barrier option; Barrier price USD 7.74000                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |     1576000 | OU      | $1.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | EUR P USD C @1.055000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     1955000 | OU      | $2.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |           1 | NC      | $22954.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumo Santander                                                            | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $117959.98    | 0.01%             | 2040-01-21      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       30000 | PA      | $41090.95     | 0.00%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $124161.66    | 0.01%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206786.19    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | 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        |      172000 | PA      | $178464.96    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CZ        |           1 | NC      | $892.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                     | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      335000 | PA      | $392319.80    | 0.05%             | 2035-01-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |     1195000 | PA      | $1394474.68   | 0.16%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.740000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1364071 | OU      | $207.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3270 | PA      | $3108.03      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                     | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      169000 | PA      | $201960.71    | 0.02%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        7000 | PA      | $7253.41      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 10Y RTR 3.500000 10-JUL-2025                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    25302000 | OU      | $14938.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      495000 | PA      | $450706.16    | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACEN FINANCE LTD                                                             | ACEN Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |      267000 | PA      | $173550.00    | 0.02%             | 2025-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      468677 | PA      | $307620.55    | 0.04%             | 2033-03-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: OIS 3.807200 25-OCT-2029 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12500000 | OU      | $-33828.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                      | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1090498.65   | 0.13%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $56.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                                                  | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |      132556 | PA      | $156230.12    | 0.02%             | 2063-01-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                     | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      105000 | PA      | $133200.29    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CL        |           1 | NC      | $111.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Project Montage                                                              | Project Montage PIK Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      254417 | PA      | $248056.78    | 0.03%             | 2029-02-16      | Floating      | 13.50%                | No            |                  3 | On Loan: No      |
| ENBW INTL FINANCE BV                                                         | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      211000 | PA      | $249087.51    | 0.03%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70060 | PA      | $59133.48     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109992 | PA      | $96927.47     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |           1 | NC      | $48374.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1449 | NC      | $-3189496.58  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                                      | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $134665.25    | 0.02%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $3751.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-447.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      165000 | PA      | $175696.14    | 0.02%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 13.825000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |      304000 | OU      | $-251.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102003.63    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      719000 | PA      | $692250.61    | 0.08%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.425000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      495841 | OU      | $-33.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      308000 | PA      | $315989.98    | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                                                     | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      133000 | PA      | $183176.97    | 0.02%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $172029.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds                             | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      400000 | PA      | $390500.00    | 0.04%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23604 | PA      | $24136.24     | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55791 | PA      | $44737.97     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic International Bond                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    53550000 | PA      | $926200.48    | 0.11%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                        | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88239.86     | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-12680.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                | COREWEAVE INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        4700 | NS      | $766382.00    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | ZA        |           1 | NC      | $1048.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112985 | PA      | $115606.25    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $129495.87    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | AUD P USD C @0.640000 EO                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |      648000 | OU      | $3.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                           | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $201000.00    | 0.02%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFKC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150385 | PA      | $121230.02    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202182.60    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $368.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                          | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121477.34    | 0.01%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-5163.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469000 | PA      | $475363.67    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | 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        |     1385148 | PA      | $1397013.72   | 0.16%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41618.99     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1774.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      462000 | PA      | $564602.69    | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                      | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $380432.33    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-20.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                             | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      500000 | PA      | $500400.00    | 0.06%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                     | Standard Industries Inc/NY                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1995.48      | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWAP/CDSWAP/SCDS: (CHILE)                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      122000 | OU      | $2635.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                                    | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118921.19    | 0.01%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8000000 | PA      | $138367.95    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125776 | PA      | $120549.96    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 9.110000 08-NOV-2034 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9670400 | OU      | $-36709.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | Hyundai Capital America                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $996878.09    | 0.11%             | 2030-03-27      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                                                     | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 000000000<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $200450.00    | 0.02%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                     | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     8028278 | PA      | $211964.15    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |           1 | NC      | $-95237.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      499000 | PA      | $513100.74    | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1385000 | PA      | $1393637.69   | 0.16%             | 2038-05-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136639 | PA      | $132503.89    | 0.02%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      291000 | PA      | $285369.27    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | FSWP: OIS 8.575000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  2085509703 | OU      | $2755.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $139.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                         | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      124000 | PA      | $127614.97    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                                  | Clover Holdings SPV III LLC 2024 USD Term Loan                                   | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |       41793 | PA      | $41270.43     | 0.00%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                          | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      144000 | PA      | $175959.37    | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                  | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      113000 | PA      | $111989.36    | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                 | NEW YORK NY CITY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JNN4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      285000 | PA      | $296808.94    | 0.03%             | 2048-05-01      | Fixed         | 5.25%                 | 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        |        6000 | PA      | $5746.90      | 0.00%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.664700 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13637959 | OU      | $-6.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                        | Freedom Mortgage Corp                                                            | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16131.35     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $350953.47    | 0.04%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15000 | PA      | $13931.94     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                      | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37511.06     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                                                | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |      121753 | PA      | $144882.18    | 0.02%             | 2055-02-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $370439.56    | 0.04%             | 2041-10-17      | Fixed         | 5.50%                 | 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              | XX        |      200000 | PA      | $194134.44    | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                      | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      204000 | PA      | $187385.63    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                    | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122711.55    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                               | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1204000 | PA      | $1180823.00   | 0.14%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                                      | DAVIDSON HOMES WARRANTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       10230 | NS      | $41431.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 5.705000 16-JUN-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   261250000 | OU      | $-2062.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                        | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | N/A              | DE               |  | VE        |        3000 | NS      | $12000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | USD P KRW C @1325.00 EO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      655026 | OU      | $7876.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                           | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95229.23     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-15296.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-3890.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3035 | PA      | $2710.11      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                                            | Solaris Energy Infrastructure LLC Term Loan                                      | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      911000 | PA      | $911000.00    | 0.10%             | 2029-09-11      | Floating      | 10.30%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1885 | PA      | $1844.52      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -30 | NC      | $-3360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gracie Point International Funding                                           | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                        | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92809 | PA      | $92960.47     | 0.01%             | 2026-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27824 | PA      | $26816.65     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $244162.08    | 0.03%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5352.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39124 | PA      | $31414.39     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2020973 | PA      | $2020704.37   | 0.23%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CA        |           1 | NC      | $9558.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                        | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       61000 | PA      | $59628.11     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | EUR P USD C @1.140000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      167900 | OU      | $50.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                                                    | DF RESIDENTIAL III EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      358703 | NS      | $358703.35    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790000 | PA      | $770187.12    | 0.09%             | 2036-06-15      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                                         | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |      490723 | PA      | $673909.25    | 0.08%             | 2057-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                         | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $185100.00    | 0.02%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-914.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22066 | PA      | $21148.37     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GQYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126857 | PA      | $131600.81    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      108000 | PA      | $100641.81    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NA                                                            | AUD P USD C @0.625000 EO                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |     -648000 | OU      | $-0.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NVIDIA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -13 | NC      | $-2444.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDRIGONI SPA                                                                | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $338003.04    | 0.04%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                                       | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |      239290 | PA      | $282501.90    | 0.03%             | 2036-07-28      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| MCM TR 2021 VFN1                                                             | MCM TR 2021 VFN1                                                                 | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608310 | PA      | $584261.48    | 0.07%             | 2059-01-01      | Variable      | 2.50%                 | No            |                  3 | On Loan: No      |
| GGAM FINANCE LTD                                                             | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       88000 | PA      | $90731.61     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                                   | Ivory Coast Government International Bonds                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $197250.00    | 0.02%             | 2033-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                     | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      101000 | PA      | $96318.12     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                      | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121939.55    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | FSWP: OIS 8.860000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   589473956 | OU      | $-837.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                          | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1239815.07   | 0.14%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                                | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      190177 | PA      | $121237.84    | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-348.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Regional Banking ETF                                                | SPDR S&P Regional Banking ETF                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |        3159 | NS      | $187613.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86993 | PA      | $76387.84     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                     | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      435000 | PA      | $445657.50    | 0.05%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                   | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $600936.36    | 0.07%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                          | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2028-10-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62702 | PA      | $55599.56     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $200877.80    | 0.02%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       78000 | PA      | $79148.21     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                      | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183025.58    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19322 | PA      | $17271.28     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                          | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-172.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233358 | PA      | $188350.07    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                        | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      133000 | PA      | $182770.16    | 0.02%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-962.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $4843.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EESTI ENERGIA AS                                                             | Eesti Energia AS                                                                 | CUSIP: 000000000<br>LEI: 5493005044RTLQ5RZU70 | Long             | DBT              | CORP              | EE        |      160000 | PA      | $195156.99    | 0.02%             | 2029-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346954 | PA      | $347279.46    | 0.04%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12514.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | 1Y RTP 4.200000 22-APR-2026                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -51096040 | OU      | $-34495.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                      | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118678.53    | 0.01%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                                        | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      805000 | PA      | $779843.75    | 0.09%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-9276.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 10.120000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |       39383 | OU      | $-736.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10489 | PA      | $9929.82      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-7852.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                         | FREMF 2020-K104 Mortgage Trust                                                   | CUSIP: 302984AS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      750000 | PA      | $706298.10    | 0.08%             | 2052-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7R56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9477 | PA      | $9195.09      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201993.20    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $132417.87    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.330000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1068850 | OU      | $1804.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Charlotte NC Airport Revenue                                         | CHARLOTTE NC ARPT REVENUE                                                        | CUSIP: 161036RV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      230000 | PA      | $164388.97    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                 | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        1570 | NS      | $125019.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 4.283500 17-SEP-2025 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   168135000 | OU      | $3086.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139158 | PA      | $128180.24    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       58000 | PA      | $58829.20     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.214801 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      269014 | OU      | $-207.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                                     | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $154984.42    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         773 | PA      | $758.89       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                      | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104641.20    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    10225000 | PA      | $185822.88    | 0.02%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        4000 | PA      | $4198.80      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | USD/CAD One-touch barrier option; Barrier price USD 1.52500                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      117479 | OU      | $1.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USAVFLOW II LTD                                                              | USAVFLOW II Ltd Term Loan B                                                      | CUSIP: 000000000<br>LEI: 254900MV3KWOGGVL7L93 | Long             | LON              | CORP              | KY        |      339000 | PA      | $339847.50    | 0.04%             | 2029-08-16      | Floating      | 10.81%                | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13414.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: JPY 0.283000 09-MAR-2026 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        1226 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 10.316400 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |        1000 | OU      | $-16.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                      | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104893.40    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                       | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      866000 | PA      | $887321.22    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-449.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      231000 | PA      | $238351.81    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                                            | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |       25300 | NS      | $139407.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77379 | PA      | $75713.49     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $35.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $-2429.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         426 | PA      | $411.78       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                                       | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $356399.55    | 0.04%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3473 | PA      | $3343.80      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | FSWP: OIS 8.620000 05-NOV-2025 IBR                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  7467468000 | OU      | $10859.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2154000 | PA      | $2118997.50   | 0.24%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-9051.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6596.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $27757.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                                                 | FLOURISHING TRADE + INVT LTD                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     1123000 | PA      | $1145460.00   | 0.13%             | 2028-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16023 | PA      | $14641.22     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |           1 | NC      | $38.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9931 | PA      | $8844.05      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                         | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $138028.37    | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                                     | Pakistan Global Sukuk Programme Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $193000.00    | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                      | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $102714.30    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTCM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178755 | PA      | $169277.98    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                             | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      854265 | PA      | $855856.98    | 0.10%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $158528.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                        | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       32302 | PA      | $28765.09     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HKD 2.977100 17-SEP-2030 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7510000 | OU      | $-11902.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261006 | PA      | $210404.96    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2403.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      113000 | PA      | $117897.99    | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                          | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       52000 | PA      | $41600.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      432716 | OU      | $-68.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $2402.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                        | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103868.00    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                             | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      170000 | PA      | $176090.18    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $174272.48    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.450000 09-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    16493042 | OU      | $57074.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                               | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      109000 | PA      | $128277.86    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: CZK 3.700000 30-JUN-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17871388 | OU      | $-2820.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      114000 | PA      | $114015.39    | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                     | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      482773 | PA      | $483380.64    | 0.06%             | 2026-07-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Student Loan Trust                                                       | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110672 | PA      | $113382.33    | 0.01%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        2000 | PA      | $1868.80      | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                         | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39704.28     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |        2000 | PA      | $2147.14      | 0.00%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                                       | SOFI PERS LN TR 2024 1                                                           | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $281388.01    | 0.03%             | 2031-02-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                                      | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $256407.27    | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                               | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      557175 | PA      | $579710.16    | 0.07%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46183 | PA      | $39261.13     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: EUR 2.208070 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       75360 | OU      | $-94.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                         | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $164157.33    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $107262.66    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |           1 | NC      | $1485.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96800.02     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.650000 03-NOV-2053 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5309497 | OU      | $295332.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                     | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        4000 | PA      | $3562.02      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                  | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135167.56    | 0.02%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                           | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      179270 | PA      | $179556.11    | 0.02%             | 2027-03-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      257876 | PA      | $266535.48    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                         | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      299938 | PA      | $352927.35    | 0.04%             | 2031-08-17      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $125135.18    | 0.01%             | 2031-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 8.970000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15180011 | OU      | $-41388.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                | BHG Securitization Trust 2021-A                                                  | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $96588.36     | 0.01%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED CNH / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-7.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | NO        |           1 | NC      | $348.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $197.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | SWP: OIS 10.808000 01-JUL-2025 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     7552000 | OU      | $-19347.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $303869.40    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      276981 | PA      | $380616.32    | 0.04%             | 2035-02-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23612 | PA      | $23047.84     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-541.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                                         | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      792000 | PA      | $936286.16    | 0.11%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                                         | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |      143954 | PA      | $198168.86    | 0.02%             | 2056-09-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $745465.63    | 0.09%             | 2038-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $10123.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Precise Mortgage Funding                                                     | PMF 2024-1 PLC                                                                   | CUSIP: 000000000<br>LEI: 635400CIMKRXMLBEGI82 | Long             | ABS-MBS          | CORP              | GB        |      220421 | PA      | $303592.22    | 0.03%             | 2060-07-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      111000 | PA      | $131254.61    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8549 | PA      | $8219.40      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $135.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94446 | PA      | $86196.77     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22464.13     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.050000 18-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25832935 | OU      | $-6293.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                   | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      564367 | PA      | $571655.91    | 0.07%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6757 | PA      | $6027.42      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                                      | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $269928.52    | 0.03%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $5269.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209007.00    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BOBL FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -20 | NC      | $1394.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2041.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                            | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $99430.96     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      361000 | PA      | $357907.57    | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                        | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $183900.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD P BRL C @5.550000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |     -260000 | OU      | $-5303.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                            | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $185562.50    | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98436.75     | 0.01%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.144700 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1059337 | OU      | $-586.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                                                       | Volkswagen Financial Services NV                                                 | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $136921.12    | 0.02%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1745.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6849 | PA      | $6566.96      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387812 | PA      | $388296.50    | 0.04%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                           | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      138000 | PA      | $131774.68    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23369 | PA      | $19653.80     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350114 | PA      | $278702.08    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111000 | PA      | $108560.32    | 0.01%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                       | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $483006.88    | 0.06%             | 2032-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $86525.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 14.550000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2838000 | OU      | $3907.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284187 | PA      | $228664.82    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      104000 | PA      | $101911.01    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR FUTR OPTN AUG25P 108.5                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          12 | NC      | $2812.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                       | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          34 | NC      | $131969.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                                      | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       80000 | PA      | $83430.00     | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $95976.23     | 0.01%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                                            | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   800000000 | PA      | $3101003.44   | 0.36%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                                        | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $211711.60    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11298 | PA      | $10984.77     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | Maverick Gaming LLC 2024 PIK Term Loan                                           | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       67630 | PA      | $61204.90     | 0.01%             | 2028-06-03      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (CDX.NA.IG.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1750200 | OU      | $39989.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8626.02      | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                     | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      102000 | PA      | $101786.77    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                                      | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      211000 | PA      | $265055.73    | 0.03%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | SWP: OIS 14.107500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     2967000 | OU      | $-85.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of Georgia                                                             | GEORGIA ST                                                                       | CUSIP: 373385KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $68764.03     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-2844.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                     | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      146000 | PA      | $147354.88    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $5855.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                             | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118530.70    | 0.01%             | 2034-03-21      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0TZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      782702 | PA      | $800244.37    | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114188.42    | 0.01%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.100000 11-AUG-2025 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    51486219 | OU      | $-280320.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                             | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $748593.75    | 0.09%             | 2037-05-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                                       | FWD Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      350000 | PA      | $360246.25    | 0.04%             | 2029-04-05      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129553 | PA      | $104437.24    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      764000 | PA      | $799470.15    | 0.09%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                               | EC Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114980.67    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-487.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $751.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                                        | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $989633.79    | 0.11%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                             | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      121000 | PA      | $121125.05    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                                        | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       82000 | PA      | $55555.00     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $2465.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-13183.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | SWP: OIS 12.837500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      352992 | OU      | $-1218.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CART                                                                         | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $129510.93    | 0.01%             | 2041-08-15      | Floating      | 5.95%                 | 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        |       31000 | PA      | $30817.94     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       50000 | PA      | $9450.00      | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                     | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      163000 | PA      | $168114.13    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35655 | PA      | $33284.57     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bonds                             | Trinidad & Tobago Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      200000 | PA      | $197400.00    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      156000 | PA      | $158605.02    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 5.961000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    43283018 | OU      | $-720.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1864.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: CNY 1.464000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3167500 | OU      | $233.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-516.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                             | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13790009 | PA      | $305837.59    | 0.04%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                     | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      185100 | PA      | $23415.15     | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88674.75     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       92334 | PA      | $43166.15     | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.730000 24-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13852000 | OU      | $1120.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: OIS 6.153500 19-MAR-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   514125000 | OU      | $66363.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                         | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      393000 | PA      | $412359.00    | 0.05%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98653.37     | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                          | COLUMBUS OH REGL ARPT AUTH REVENUE                                               | CUSIP: 199546DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      440000 | PA      | $453047.93    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | USD/KRW Down-and-in barrier option; Barrier price USD 1,280.00000                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -655026 | OU      | $-4206.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      281000 | PA      | $200915.00    | 0.02%             | 2041-08-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      202000 | PA      | $208977.08    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |       25000 | PA      | $24228.84     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       32000 | PA      | $23500.21     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                                           | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      155000 | PA      | $210102.04    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          95 | NC      | $237.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50586.85     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46093.46     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                       | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      189000 | PA      | $174409.48    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      521040 | PA      | $527521.28    | 0.06%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1244.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $318499.70    | 0.04%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                   | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      220000 | PA      | $148653.23    | 0.02%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $974.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                               | OPAL BIDCO SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      105000 | PA      | $126158.51    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70246 | PA      | $63513.72     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                     | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118714.53    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                               | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      176000 | PA      | $192783.89    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                      | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      270000 | PA      | $291776.02    | 0.03%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98631 | PA      | $98480.51     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                        | NORTHWEST TX INDEP SCH DIST                                                      | CUSIP: 667826HG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      155000 | PA      | $161016.68    | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $141100.00    | 0.02%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | MASSACHUSETTS ST                                                                 | CUSIP: 57582TDV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      235000 | PA      | $239597.77    | 0.03%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      141000 | PA      | $144371.45    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      495000 | PA      | $451055.81    | 0.05%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35464 | PA      | $32068.31     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                              | TAMPA BAY FL WTR REGL WTR SPLY AUTH UTILITY SYS REVENUE                          | CUSIP: 875124HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      235000 | PA      | $243885.19    | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47559.50     | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310000 | PA      | $314238.41    | 0.04%             | 2034-09-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $3967.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                     | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      102000 | PA      | $121803.04    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                         | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2589150.51   | 0.30%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8847.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1003672.59   | 0.12%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30534000 | PA      | $1624162.44   | 0.19%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7799000 | PA      | $6172031.89   | 0.71%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $165043.68    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      955000 | PA      | $758410.32    | 0.09%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                             | Freddie Mac Strips                                                               | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      957373 | PA      | $959384.05    | 0.11%             | 2054-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1459439 | PA      | $1460227.54   | 0.17%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-255068.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88498 | PA      | $71505.00     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-516.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      351394 | PA      | $295611.54    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                                         | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |      825000 | PA      | $821419.50    | 0.09%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042475<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517000 | PA      | $513663.12    | 0.06%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                        | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-4471.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                         | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         924 | NS      | $59538.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $204325.70    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                       | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |      186000 | PA      | $219085.34    | 0.03%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $9730.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                          | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        2771 | NS      | $136277.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $3175.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 4.050000 09-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    16493042 | OU      | $369816.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185970 | PA      | $184864.51    | 0.02%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                                          | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $118300.29    | 0.01%             | 2038-05-14      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $13814.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Georgia                                                             | GEORGIA ST                                                                       | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      145000 | PA      | $142029.64    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-202.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                     | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104052.22    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                       | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       66000 | PA      | $59052.86     | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12080000 | PA      | $1777360.91   | 0.20%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3777956 | OU      | $420085.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                  | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14494989 | PA      | $520104.86    | 0.06%             | 2053-05-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | Union Pacific Corp                                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      814000 | PA      | $585799.18    | 0.07%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143877 | PA      | $144146.21    | 0.02%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43827 | PA      | $36824.76     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1316.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8303.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-16.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107480.94    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.660000 10-OCT-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         809 | OU      | $-5.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         578 | PA      | $542.46       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES HOLDCO SPA                                                           | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      122000 | PA      | $145672.28    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.820000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      371571 | OU      | $-117.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                  | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      118000 | PA      | $119103.06    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 6.944000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44524258 | OU      | $726.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                    | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $219931.25    | 0.03%             | 2039-12-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-922.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16569 | PA      | $15515.93     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                          | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $206100.00    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                              | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |      112900 | PA      | $112908.92    | 0.01%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                          | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |           1 | NC      | $37112.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                          | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4725000 | PA      | $86011.20     | 0.01%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33985 | PA      | $32722.81     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                     | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $147093.77    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204296 | PA      | $164686.96    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                     | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      400000 | PA      | $424606.00    | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $361365.53    | 0.04%             | 2027-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $3185.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                                        | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |     1000000 | PA      | $970000.00    | 0.11%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | EURO-BUXL 30Y BND SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $13655.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermitage Plc                                                                | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       65390 | PA      | $89961.72     | 0.01%             | 2033-04-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                        | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120779.87    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                         | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      348515 | PA      | $325425.88    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                                 | Providus Clo VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118389.08    | 0.01%             | 2034-05-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      134000 | PA      | $162107.21    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24367 | PA      | $21742.84     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      400000 | PA      | $403000.00    | 0.05%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.690000 26-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1265744 | OU      | $22.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-11174.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11920.99     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                 | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118548.95    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $263174.01    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-2557.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                                     | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     8064000 | PA      | $9262469.08   | 1.06%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                                     | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $247254.90    | 0.03%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                           | SWP: OIS 8.775000 14-JAN-2030 IBR                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   357247821 | OU      | $-468.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust                               | Latitude Australia Credit Card Master Trust                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $328140.53    | 0.04%             | 2037-11-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5273 | PA      | $5085.36      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $85845.99     | 0.01%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                                        | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |      100000 | PA      | $117963.28    | 0.01%             | 2043-02-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77421 | PA      | $70886.01     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-320.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                     | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98912.84     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                               | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590000 | PA      | $590551.89    | 0.07%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      279975 | PA      | $280188.85    | 0.03%             | 2030-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      798000 | PA      | $928277.12    | 0.11%             | 2026-10-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust 2017-CC                                                                | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $91872.56     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC                                      | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1049350 | PA      | $1040220.66   | 0.12%             | 2028-07-31      | Floating      | 14.81%                | No            |                  3 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                 | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $102317.45    | 0.01%             | 2039-05-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1390000 | PA      | $2030402.97   | 0.23%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-4470.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                                                   | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172581.80    | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                        | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    14700000 | PA      | $175800.93    | 0.02%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         593 | PA      | $580.45       | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                     | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      144000 | PA      | $148424.72    | 0.02%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                          | LCM 26 Ltd                                                                       | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       53108 | PA      | $53135.30     | 0.01%             | 2031-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VERSA NETWORKS INC                                                           | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       20741 | NS      | $83793.64     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JACK OHIO FINANCE LLC                                                        | Jack Ohio Finance LLC 2025 Term Loan B                                           | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |       63840 | PA      | $63281.40     | 0.01%             | 2032-02-02      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      219000 | PA      | $231544.32    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                                    | College Avenue Student Loans LLC                                                 | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291199 | PA      | $305598.16    | 0.04%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                  | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $550499.76    | 0.06%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30724.05     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                         | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119540.20    | 0.01%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | 30Y RTR 3.600000 27-AUG-2025                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -4075000 | OU      | $-24535.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $770.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       87000 | PA      | $81150.02     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 13.420000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1459088 | OU      | $3844.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | JP        |           1 | NC      | $72086.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-2002.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $3443481.47   | 0.40%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $963666.95    | 0.11%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268048 | PA      | $213248.57    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKTS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261674 | PA      | $246548.72    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      196000 | PA      | $181038.59    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1739 | PA      | $1603.57      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | SWP: OIS 0.793400 19-MAR-2030 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   372000000 | OU      | $10008.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181862 | PA      | $146604.56    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                             | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000210.90   | 0.11%             | 2031-07-27      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                      | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      341000 | PA      | $348576.25    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      523555 | PA      | $491382.70    | 0.06%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198729 | PA      | $160198.01    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust 2018-MP                                           | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $944010.90    | 0.11%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 2Y RTR 3.250000 03-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -10266000 | OU      | $-23435.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       60000 | PA      | $60142.65     | 0.01%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                     | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       62000 | PA      | $63306.71     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                  | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      313233 | PA      | $431734.25    | 0.05%             | 2035-02-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138YKYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11562 | PA      | $11145.98     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                   | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207564.00    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-349.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51507.48     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.481000 23-JAN-2028                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11119782 | OU      | $56654.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                   | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $203310.01    | 0.02%             | 2099-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.482000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3293135000 | OU      | $508.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                                          | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        1054 | NS      | $194990.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TUI CRUISES GMBH                                                             | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118463.62    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $13092.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                       | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $72869.69     | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae                                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2018000 | PA      | $1981973.09   | 0.23%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                          | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |       12100 | PA      | $16631.36     | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                  | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      271000 | PA      | $270995.77    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                            | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95968.81     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 3617B9SG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13913 | PA      | $13091.06     | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 4.910000 14-MAR-2027 CLI                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   127929000 | OU      | $-1045.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-539.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                               | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         191 | NS      | $148890.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                    | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      876000 | PA      | $858392.54    | 0.10%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      870000 | PA      | $823536.59    | 0.09%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      191000 | PA      | $198379.41    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                 | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117959.98    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                          | AUST 3YR BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          84 | NC      | $23457.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      103000 | PA      | $124107.94    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                       | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1030757.47   | 0.12%             | 2037-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABENA TECHNICS SAS                                                          | SABENA TECHNICS SAS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      297448 | PA      | $350379.65    | 0.04%             | 2029-09-30      | Variable      | 7.36%                 | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30402 | PA      | $29072.18     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                       | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-4871.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      229004 | PA      | $212554.32    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 5YR FUTR OPTN AUG25P 107.7                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -18 | NC      | $-1265.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                                         | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2536450 | PA      | $1844072.36   | 0.21%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2624 | PA      | $2522.19      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         361 | PA      | $347.64       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202002 | PA      | $162497.01    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         430 | NS      | $124661.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      977861 | PA      | $60474.03     | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                 | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118223.57    | 0.01%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                                         | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      543559 | PA      | $532687.82    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HR OTTAWA LP                                                                 | HR Ottawa LP                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1942000 | PA      | $2110262.03   | 0.24%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.790000 29-MAR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    36848485 | OU      | $456587.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790000 | PA      | $796076.76    | 0.09%             | 2039-11-09      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       36806 | PA      | $18697.45     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                        | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      582000 | PA      | $11963.50     | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                     | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $204626.00    | 0.02%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153001 | PA      | $154007.38    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181646 | PA      | $166416.75    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | 2Y RTR 3.050000 29-SEP-2025                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -41832452 | OU      | $-81938.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                                               | PAI Holdco Inc 2020 Term Loan B                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |      233407 | PA      | $178556.67    | 0.02%             | 2027-10-28      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                                      | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118649.35    | 0.01%             | 2038-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.047300 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2375547 | OU      | $1482.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: HUF 5.675000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   357767794 | OU      | $-5601.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                     | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      201000 | PA      | $191143.42    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $210200.00    | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                        | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2280279.75   | 0.26%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 10.282500 19-JUN-2035 JI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      713000 | OU      | $322.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $841309.90    | 0.10%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113661.19    | 0.01%             | 2028-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       65000 | OU      | $-1186.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: ZAR 6.994000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9397978 | OU      | $-638.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.240000 09-AUG-2033                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5937256 | OU      | $227228.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                       | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       27000 | PA      | $13905.00     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| University of California                                                     | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HHJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1000000 | PA      | $885584.56    | 0.10%             | 2050-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $369678.26    | 0.04%             | 2039-11-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| X.AI HOLDINGS PREF E                                                         | X.AI HOLDINGS PREF E                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28169 | NS      | $934365.73    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335512 | PA      | $306983.66    | 0.04%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -253 | NC      | $-161887.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-846.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRON CORP                                                                  | Petron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |      444000 | PA      | $439005.00    | 0.05%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                         | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $129427.33    | 0.01%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                       | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48583.71     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $431.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.945000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      385559 | OU      | $-7.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                        | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | KR        |           1 | NC      | $17574.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      435639 | PA      | $347868.43    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $41829.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $1801.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                             | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $9050.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                       | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      303000 | PA      | $305821.84    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $17614.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113375.00    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $639.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $471335.11    | 0.05%             | 2028-05-21      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | SWP: OIS 14.030000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2134950 | OU      | $15513.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-19854.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       59000 | OU      | $-1077.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae REMICS                                                                | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1225471 | PA      | $1217754.94   | 0.14%             | 2054-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1017 | PA      | $992.62       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9787 | PA      | $9032.00      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                          | Fondo MIVIVIENDA SA                                                              | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      150000 | PA      | $149416.50    | 0.02%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                             | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      270000 | PA      | $254136.15    | 0.03%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                       | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -173 | NC      | $-416739.51   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Pakistan Government International Bonds                                      | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $196900.00    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 4.205000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3815777 | OU      | $1945.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                                      | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      250000 | PA      | $29786.28     | 0.00%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                         | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      360000 | PA      | $368526.24    | 0.04%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-10023.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 7.795000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1387240 | OU      | $-404.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                               | NIKKEI 225 (OSE) SEP25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -2 | NC      | $-30004.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                                                  | Red & Black Auto Germany 10 UG                                                   | CUSIP: 000000000<br>LEI: 391200NRHS61DTNNBX69 | Long             | ABS-O            | CORP              | DE        |       79281 | PA      | $93621.75     | 0.01%             | 2032-09-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| JEFFERIES GMBH                                                               | Jefferies GmbH                                                                   | CUSIP: 000000000<br>LEI: 5493004I3LZM39BWHQ75 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1058639.56   | 0.12%             | 2026-07-22      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| LANDSEA HOMES CORP                                                           | LANDSEA HOMES CORP                                                               | CUSIP: 000000000<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1816023.60   | 0.21%             | 2028-07-17      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101932.13    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                        | Belron UK Finance PLC                                                            | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $167000.68    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                   | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1040000 | PA      | $740758.64    | 0.09%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      599322 | PA      | $606141.93    | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 3.970000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5167240 | OU      | $5280.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       91964 | PA      | $91550.04     | 0.01%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      349000 | PA      | $330318.64    | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-4923.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119017.19    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1281 | PA      | $1231.69      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                      | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118073.05    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2316520.90   | 0.27%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                           | SWP: OIS 9.965000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |        2268 | OU      | $-43.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                                          | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        1132 | NS      | $209420.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HSBC BANK USA, NA                                                            | USD P BRL C @5.520000 EO                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |       38500 | OU      | $740.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       24540 | PA      | $12177.98     | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                             | 10Y RTP 4.300000 10-JUL-2025                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -12651000 | OU      | $-3.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO                                                                   | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117540.79    | 0.01%             | 2034-04-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      266000 | PA      | $299724.39    | 0.03%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-15377.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189000 | PA      | $189668.08    | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                       | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      182000 | PA      | $184636.25    | 0.02%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |      283145 | PA      | $283286.17    | 0.03%             | 2031-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                    | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      351000 | PA      | $363407.85    | 0.04%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                                     | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      167000 | PA      | $196953.82    | 0.02%             | 2040-12-28      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                         | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      120000 | PA      | $168564.74    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TICP CLO LTD                                                                 | TICP CLO XII Ltd                                                                 | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      325000 | PA      | $325417.04    | 0.04%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                         | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $118294.52    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-619.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: PLN 5.135000 20-DEC-2025 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | PL        |     4197000 | OU      | $-27347.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                      | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      255000 | PA      | $256349.30    | 0.03%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11586 | PA      | $11229.17     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                       | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $282220.62    | 0.03%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                                   | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |        7500 | NS      | $116775.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1930000 | PA      | $2861293.71   | 0.33%             | 2031-09-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        1656 | NS      | $352330.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | DK        |           1 | NC      | $9810.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac REMICS                                                               | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225487 | PA      | $223821.20    | 0.03%             | 2054-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                    | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $348606.72    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-49022.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                             | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1477376.28   | 0.17%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                                        | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |       61844 | PA      | $88852.86     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                     | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103815.70    | 0.01%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | EUR P USD C @1.055000 EO                                                         | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DFE              |  | US        |     1019186 | OU      | $1.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noria                                                                        | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |      100000 | PA      | $117652.18    | 0.01%             | 2043-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                     | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $213493.94    | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-20511.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                           | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-696.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae I Pool                                                                | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14604 | PA      | $14191.80     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3228000 | PA      | $3988885.79   | 0.46%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |           0 | PA      | $0.00         | 0.00%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142601 | PA      | $134993.58    | 0.02%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA Inc                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       86000 | PA      | $83579.72     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3220 | PA      | $2977.69      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                                         | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |      162530 | PA      | $223408.92    | 0.03%             | 2066-12-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3627.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41646 | PA      | $40669.92     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                         | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      156000 | PA      | $163410.00    | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36768 | PA      | $32928.64     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82014 | PA      | $69911.29     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | SWP: OIS 3.500000 17-OCT-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17463340 | OU      | $-263367.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                        | BG Energy Capital PLC                                                            | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      973000 | PA      | $1117791.78   | 0.13%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $7402.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                               | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200078.40    | 0.02%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | FSWP: OIS 3.619000 09-OCT-2034 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10760000 | OU      | $130481.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    23385441 | PA      | $1141255.23   | 0.13%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                                | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123892.04    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4038.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $2708.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                                      | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      234000 | PA      | $193493.73    | 0.02%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Ginnie Mae II Pool                                                               | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2063 | PA      | $1899.78      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                                                      | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $117918.81    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                                               | DAVIDSON HOMES PREF EQIUTY/PFD                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1474 | NS      | $1523128.42   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1140 | PA      | $1097.73      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                                       | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         170 | NC      | $6120.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bulgaria Government International Bonds                                      | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       22000 | PA      | $21505.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                           | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   707400000 | PA      | $2997454.30   | 0.34%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18985 | PA      | $19561.53     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                     | FSWP: KRW 2.528000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3293135000 | OU      | $1579.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                            | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-873.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                                     | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      500000 | PA      | $78953.26     | 0.01%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104692.60    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $429.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                             | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       39000 | PA      | $38906.79     | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $708925.70    | 0.08%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1751730 | PA      | $430730.18    | 0.05%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1443 | PA      | $1328.43      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EUR P USD C @1.150000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |      603000 | OU      | $955.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      103712 | PA      | $94650.72     | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $42437.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2133 | PA      | $1910.24      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                          | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1145000 | PA      | $1144415.82   | 0.13%             | 2035-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $133515.71    | 0.02%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                           | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $189150.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      121000 | PA      | $120300.96    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                   | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |     1578186 | PA      | $1586383.44   | 0.18%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                   | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24402.85     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4608 | PA      | $4340.86      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                         | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $136439.81    | 0.02%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Strategic Global Bond Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer