# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001410368-26-040389
**Filing Date:** 2026-4
**Character Count:** 620205
**Document Hash:** ba379a6828f713158bd08cf927163284
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040389.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040389

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000812015

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05088
- **FILM NUMBER:** 26895244

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN PORTFOLIOS
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE PORTFOLIOS
- **DATE OF NAME CHANGE:** 19930812

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EQUITABLE FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB All Market Total Return Portfolio (Series ID: S000010512)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000029015 | Class A       | ABWAX           |
| C000029017 | Class C       | ABWCX           |
| C000029018 | Advisor Class | ABWYX           |
| C000029021 | Class I       | ABWIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB PORTFOLIOS

- **b. Investment Company Act file number:** 811-05088

- **c. CIK number of Registrant:** 0000812015

- **d. LEI of Registrant:** 549300SL79FN46SWRF45

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB All Market Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000010512

- **c. LEI of Series:** 549300MLR3FD8Z8LJS86

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $457440122.99

**Total Liabilities:** $25056223.87

**Net Assets:** $432383899.12

**Amount of Assets Invested in Other Investment Companies:** $13198218.36

**Delayed Delivery Securities:** $1388486.56

**Cash Not Reported:** $12356700.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -151.65000000 | **1-Year:** -5136.89000000 | **5-Year:** -14476.87000000 | **10-Year:** -6057.82000000 | **30-Year:** -1803.62000000

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

- **3-Month:** -5.34000000 | **1-Year:** -252.85000000 | **5-Year:** -1809.20000000 | **10-Year:** -58.10000000 | **30-Year:** -1.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029021 | 0.15%                | 1.94%                | 2.27%                |
| Class ID C000029018 | 0.16%                | 1.91%                | 2.25%                |
| Class ID C000029017 | 0.07%                | 1.84%                | 2.13%                |
| Class ID C000029015 | 0.08%                | 1.94%                | 2.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1936555.90              | $244523.34                                 |
| Month 2  | $2157255.62              | $5265905.85                                |
| Month 3  | $2764633.40              | $3256280.10                                |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI Index (Net, Unhedged) /40% Bloomberg Global Aggregate (Hedged to USD)

- **Index Identifier:** .MIWD00000GUS,LEGATRUH:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Thermon Group Holdings Inc                             | Thermon Group Holdings Inc                                                                                         | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |         185 | NS      | $9394.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39N69   TRS GBP R E IS39N69/GB00B1YKG049 / Short: IS39N69   TRS GBP P V 00MSONIA IS39N70/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |         798 | OU      | $50.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AKW7   TRS USD R V 00MOBFR IS3AKX8/OBFR01/-35 BPS / Short: IS3AKW7   TRS USD P E IS3AKW7/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6961 | OU      | $21.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada                                                                         | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $211813.42    | 0.05%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35UQ6   TRS GBP R E IS35UQ6/GB00BCRX1J15 / Short: IS35UQ6   TRS GBP P V 00MSONIA IS35UR7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       32782 | OU      | $152.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38LH3   TRS CAD R E IS38LH3/CA51925D1069 / Short: IS38LH3   TRS CAD P V 00MCORRA IS38LI4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      212155 | OU      | $178.20       | 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      | $-285.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS3AK49   IRS NZD R F  3.96770 IS3AK49 CCPVANILLA / Short: SS3AK49   IRS NZD P V 03MNZDBB IS3AK50 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      366000 | OU      | $500.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      206000 | PA      | $206434.66    | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                     | K2016470260 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | DBT              | CORP              | ZA        |       28244 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38UF4   TRS USD R V 00MFEDL IS38UG5/FEDL01/-35 BPS / Short: IS38UF4   TRS USD P E IS38UF4/US0304201033     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      107796 | OU      | $-1639.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR APR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          13 | NC      | $578465.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Mining PLC                                   | Endeavour Mining PLC                                                                                               | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |        1118 | NS      | $79878.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A8E5   TRS USD R V 00MOBFR IS3A8F6/OBFR01/-25 BPS / Short: IS3A8E5   TRS USD P E IS3A8E5/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6064 | OU      | $808.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A6K7   TRS USD R V 00MFEDL IS3A6L8/FEDL01/-35 BPS / Short: IS3A6K7   TRS USD P E IS3A6K7/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         405 | OU      | $26.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A4C5   TRS EUR R V 00MESTR IS3A4D6/ESTR3MA/-35 BPS / Short: IS3A4C5   TRS EUR P E IS3A4C5/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        5145 | OU      | $-727.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $172598.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38VT5   TRS USD R V 00MFEDL IS38VU6/FEDL01/-35 BPS / Short: IS38VT5   TRS USD P E IS38VT5/US91823B1098     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      263618 | OU      | $25267.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362M9   TRS USD R V 00MSOFR IS362N0/SOFRRATE/-30 BPS / Short: IS362M9   TRS USD P E IS362M9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8683 | OU      | $1118.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $764.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37Z12   TRS CAD R E IS37Z12/CA4013393042 / Short: IS37Z12   TRS CAD P V 00MCORRA IS37Z23/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        4353 | OU      | $3.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $27.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                      | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        4813 | NS      | $382440.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onestream Inc                                          | Onestream Inc                                                                                                      | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |       36985 | NS      | $872476.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEATHROW FUNDING LTD                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      192000 | PA      | $279681.74    | 0.06%             | 2031-12-10      | Fixed         | 6.45%                 | 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      | $1223.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                | Hungary Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   287870000 | PA      | $937064.55    | 0.22%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127000 | PA      | $127158.75    | 0.03%             | 2042-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39OG6   TRS GBP R E IS39OG6/GB00B1YKG049 / Short: IS39OG6   TRS GBP P V 00MSONIA IS39OH7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |        7696 | OU      | $483.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         606 | NS      | $247872.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                                                      | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        9044 | NS      | $324860.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $12025.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          45 | NC      | $225990.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-117058.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38HD1   TRS USD R V 00MOBFR IS38HE2/OBFR01/-25 BPS / Short: IS38HD1   TRS USD P E IS38HD1/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       24750 | OU      | $2710.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                    | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |        7938 | NS      | $355534.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                     | Weir Group PLC/The                                                                                                 | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |        5331 | NS      | $252851.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BM2   TRS USD R V 00MSOFR IS36BN3/SOFRRATE/-30 BPS / Short: IS36BM2   TRS USD P E IS36BM2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         539 | OU      | $80.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |           1 | NC      | $1770.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39SQ4   TRS EUR R V 00MESTR IS39SR5/ESTR3MA/-35 BPS / Short: IS39SQ4   TRS EUR P E IS39SQ4/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        1925 | OU      | $-175.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                              | L3Harris Technologies Inc                                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         580 | NS      | $211433.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | Parker-Hannifin Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      364000 | PA      | $430528.25    | 0.10%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                              | Warner Bros Discovery Inc                                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       16431 | NS      | $462861.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3A221   TRS USD R V 00MSOFR IS3A232/SOFRRATE/-30 BPS / Short: IS3A221   TRS USD P E IS3A221/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       37847 | OU      | $376.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A4K3   TRS CHF R E IS3A4K3/DE000C7PYG26 / Short: IS3A4K3   TRS CHF P F   .00000 IS3A4L4/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |      402902 | OU      | $20521.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39VY3   TRS USD R V 00MOBFR IS39VZ4/OBFR01/-25 BPS / Short: IS39VY3   TRS USD P E IS39VY3/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8547 | OU      | $-140.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8360.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                   | Republic of Austria Government Bonds                                                                               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1039000 | PA      | $1091409.77   | 0.25%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                   | Grupo Energia Bogota SA ESP                                                                                        | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $227000.00    | 0.05%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38UJ8   TRS USD R V 00MOBFR IS38UK9/OBFR01/-25 BPS / Short: IS38UJ8   TRS USD P E IS38UJ8/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33307 | OU      | $-4950.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37Q97   TRS USD R V 00MOBFR IS37QA8/OBFR01/-25 BPS / Short: IS37Q97   TRS USD P E IS37Q97/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      204880 | OU      | $54972.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2825598 | PA      | $3883696.93   | 0.90%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39EX3   TRS USD R V 00MOBFR IS39EY4/OBFR01/-35 BPS / Short: IS39EX3   TRS USD P E IS39EX3/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      279964 | OU      | $41954.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AD28   TRS USD R V 00MFEDL IS3AD39/FEDL01/-35 BPS / Short: IS3AD28   TRS USD P E IS3AD28/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       23240 | OU      | $298.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         442 | NC      | $282723.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3A0C7   TRS USD R V 00MSOFR IS3A0D8/SOFRRATE/-30 BPS / Short: IS3A0C7   TRS USD P E IS3A0C7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        4107 | OU      | $-108.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2026-CES2                                                                                | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $281203.44    | 0.07%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        3738 | NS      | $500219.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bonds                     | Japan Government Thirty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    40100000 | PA      | $249905.70    | 0.06%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                      | General Motors Co                                                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        4791 | NS      | $377099.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-541.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TV0   TRS USD R V 00MFEDL IS37TW1/FEDL01/-35 BPS / Short: IS37TV0   TRS USD P E IS37TV0/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      454249 | OU      | $-31072.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                 | Anglian Water Services Financing PLC                                                                               | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $210694.42    | 0.05%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      215000 | PA      | $212402.80    | 0.05%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37IL3   TRS CAD R E IS37IL3/CA4013393042 / Short: IS37IL3   TRS CAD P V 00MCORRA IS37IM4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       12805 | OU      | $32.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | Eversource Energy                                                                                                  | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32202.24     | 0.01%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      153000 | PA      | $209310.23    | 0.05%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                     | Cadent Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      203000 | PA      | $244475.03    | 0.06%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      370000 | PA      | $291257.46    | 0.07%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS373K7   TRS CAD R E IS373K7/CA4013393042 / Short: IS373K7   TRS CAD P V 00MCORRA IS373L8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24321 | OU      | $2.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |           1 | NC      | $781.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |           1 | NC      | $-3146.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2025-ESH                                                                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $210262.50    | 0.05%             | 2042-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37IN5   TRS CAD R E IS37IN5/CA4013393042 / Short: IS37IN5   TRS CAD P V 00MCORRA IS37IO6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24704 | OU      | $42.95        | 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      | $-66.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    17177113 | NS      | $17177112.74  | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic Government Bonds OAT                   | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      534735 | PA      | $655246.40    | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38EH4   TRS USD R V 00MOBFR IS38EI5/OBFR01/-25 BPS / Short: IS38EH4   TRS USD P E IS38EH4/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33727 | OU      | $2282.98      | 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      | $287.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38452   TRS USD R V 00MOBFR IS38463/OBFR01/-25 BPS / Short: IS38452   TRS USD P E IS38452/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       71346 | OU      | $-3216.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        2313 | NS      | $313256.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38418   TRS USD R V 00MOBFR IS38429/OBFR01/-25 BPS / Short: IS38418   TRS USD P E IS38418/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       30393 | OU      | $571.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enhabit Inc                                            | Enhabit Inc                                                                                                        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |        2704 | NS      | $36801.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39G71   TRS USD R V 00MOBFR IS39G82/OBFR01/-35 BPS / Short: IS39G71   TRS USD P E IS39G71/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       35196 | OU      | $4815.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-10                                                                                   | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |      263279 | PA      | $264128.36    | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A146   TRS EUR R V 00MESTR IS3A157/ESTR3MA/-35 BPS / Short: IS3A146   TRS EUR P E IS3A146/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        5585 | OU      | $-479.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                | Wintershall Dea Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $319095.84    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS33X83   IRS NZD R F  4.04970 IS33X83 CCPVANILLA / Short: SS33X83   IRS NZD P V 03MNZDBB IS33X94 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      416000 | OU      | $6182.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192072.00    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Long: IS38LR3   TRS USD R V 00MFEDL IS38LS4/FEDL01/-35 BPS / Short: IS38LR3   TRS USD P E IS38LR3/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        8157 | OU      | $-5460.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38E96   TRS USD R V 00MOBFR IS38EA7/OBFR01/-25 BPS / Short: IS38E96   TRS USD P E IS38E96/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       11164 | OU      | $-2481.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36ES9   IRS SEK R F  2.65380 IS36ES9 CCPVANILLA / Short: SS36ES9   IRS SEK P V 03MSTIBO IS36ET0 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1774000 | OU      | $1940.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1183000 | PA      | $1181151.56   | 0.27%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |      166597 | PA      | $167050.89    | 0.04%             | 2041-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                 | Aristocrat Leisure Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |        8443 | NS      | $288638.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $232.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         421 | NS      | $104589.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $249239.64    | 0.06%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38W36   TRS USD R V 00MSOFR IS38W47/SOFRRATE/-30 BPS / Short: IS38W36   TRS USD P E IS38W36/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1472 | OU      | $-160.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-115717.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                      | Japan Government Forty Year Bonds                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    58600000 | PA      | $210054.16    | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      400000 | PA      | $473902.00    | 0.11%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6071.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                        | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |       13941 | NS      | $398092.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39QM6   TRS USD R V 00MOBFR IS39QN7/OBFR01/-35 BPS / Short: IS39QM6   TRS USD P E IS39QM6/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       13009 | OU      | $-874.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36RU2   TRS USD R V 00MOBFR IS36RV3/OBFR01/-25 BPS / Short: IS36RU2   TRS USD P E IS36RU2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       32478 | OU      | $9209.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3185.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38LJ5   TRS USD R V 00MOBFR IS38LK6/OBFR01/-25 BPS / Short: IS38LJ5   TRS USD P E IS38LJ5/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       38831 | OU      | $5677.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2273.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          13 | NS      | $6500.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Heineken Holding NV                                    | Heineken Holding NV                                                                                                | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |        2025 | NS      | $175418.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         705 | NS      | $206755.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3ALC4   TRS USD R V 00MFEDL IS3ALD5/FEDL01/-35 BPS / Short: IS3ALC4   TRS USD P E IS3ALC4/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |          19 | OU      | $0.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                                    | Exact Sciences Corp                                                                                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       14823 | NS      | $1532401.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: SS39O88   IRS NZD R F  4.22800 IS39O88 CCPVANILLA / Short: SS39O88   IRS NZD P V 03MNZDBB IS39O99 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1125000 | OU      | $17445.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114803 | PA      | $116768.11    | 0.03%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Nicolet Bankshares Inc                                 | Nicolet Bankshares Inc                                                                                             | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3278 | NS      | $500747.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38OZ2   TRS USD R V 00MOBFR IS38P04/OBFR01/-25 BPS / Short: IS38OZ2   TRS USD P E IS38OZ2/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       18179 | OU      | $-3215.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         713 | NS      | $1036993.02   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        1905 | NS      | $355911.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      142000 | PA      | $138993.86    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37CO4   TRS USD R V 00MOBFR IS37CP5/OBFR01/-25 BPS / Short: IS37CO4   TRS USD P E IS37CO4/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       63948 | OU      | $15707.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Long: IS39DX6   TRS USD R V 00MSOFR IS39DY7/SOFRRATE/-30 BPS / Short: IS39DX6   TRS USD P E IS39DX6/US16119P1084   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |         401 | OU      | $-66.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TX2   TRS USD R V 00MFEDL IS37TY3/FEDL01/-35 BPS / Short: IS37TX2   TRS USD P E IS37TX2/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        5219 | OU      | $-4198.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                  | Mexico Government International Bond                                                                               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      285000 | PA      | $286026.00    | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-BIO2                                                                             | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280986 | PA      | $285204.98    | 0.07%             | 2041-08-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $18552.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                   | E.ON International Finance BV                                                                                      | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      101000 | PA      | $146337.52    | 0.03%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2025-1 LLC                                                                                                     | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90669 | PA      | $92326.75     | 0.02%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CONTRA MIRATI THERAPEU                                 | CONTRA MIRATI THERAPEU                                                                                             | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |       25914 | NS      | $18139.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SkyWater Technology Inc                                | SkyWater Technology Inc                                                                                            | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31346 | NS      | $923453.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38JV3   IRS NZD R V 03MNZDBB IS38JW4 CCPVANILLA / Short: BS38JV3   IRS NZD P F  4.04130 IS38JV3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      781000 | OU      | $-6332.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        1840 | NS      | $376537.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                          | Amphenol Corp                                                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |         555 | NS      | $81063.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                    | Northern Trust Corp                                                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        2529 | NS      | $361874.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38KN2   TRS USD R V 00MSOFR IS38KO3/SOFRRATE/-30 BPS / Short: IS38KN2   TRS USD P E IS38KN2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12435 | OU      | $-2241.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $25990.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QJ7   TRS USD R V 00MOBFR IS37QK8/OBFR01/-25 BPS / Short: IS37QJ7   TRS USD P E IS37QJ7/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6603 | OU      | $-2025.53     | -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      | $302.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      106851 | PA      | $107508.79    | 0.02%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       20300 | NS      | $376849.06    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XW3   TRS GBP R E IS35XW3/GB00BCRX1J15 / Short: IS35XW3   TRS GBP P V 00MSONIA IS35XX4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         380 | OU      | $3.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A0G1   TRS USD R V 00MOBFR IS3A0H2/OBFR01/-25 BPS / Short: IS3A0G1   TRS USD P E IS3A0G1/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8831 | OU      | $-11.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37QL9   TRS USD R V 00MOBFR IS37QM0/OBFR01/-25 BPS / Short: IS37QL9   TRS USD P E IS37QL9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5876 | OU      | $1250.54      | 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      | $-4385.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                 | Adventist Health System/West                                                                                       | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      285000 | PA      | $288491.25    | 0.07%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                     | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        3307 | NS      | $310097.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38MT2   TRS USD R V 00MOBFR IS38MU3/OBFR01/-25 BPS / Short: IS38MT2   TRS USD P E IS38MT2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        9213 | OU      | $958.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38PH1   IRS NZD R V 03MNZDBB IS38PI2 CCPVANILLA / Short: BS38PH1   IRS NZD P F  4.19430 IS38PH1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      827000 | OU      | $-12895.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39XA3   TRS USD R V 00MFEDL IS39XB4/FEDL01/-35 BPS / Short: IS39XA3   TRS USD P E IS39XA3/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      140429 | OU      | $-1513.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1137.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37AO0   TRS USD R V 00MOBFR IS37AP1/OBFR01/-25 BPS / Short: IS37AO0   TRS USD P E IS37AO0/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       26626 | OU      | $6839.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS386J0   TRS USD R V 00MOBFR IS386K1/OBFR01/-25 BPS / Short: IS386J0   TRS USD P E IS386J0/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       54696 | OU      | $3219.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A2O3   TRS USD R V 00MOBFR IS3A2P4/OBFR01/-25 BPS / Short: IS3A2O3   TRS USD P E IS3A2O3/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        4273 | OU      | $4.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-4745.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                              | Tesco PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |       82049 | NS      | $531146.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A663   TRS USD R V 00MOBFR IS3A674/OBFR01/-35 BPS / Short: IS3A663   TRS USD P E IS3A663/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7175 | OU      | $-207.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38FN7   TRS USD R V 00MSOFR IS38FO8/SOFRRATE/-30 BPS / Short: IS38FN7   TRS USD P E IS38FN7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1400 | OU      | $-230.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36WK7   TRS USD R V 00MSOFR IS36WL8/SOFRRATE/-30 BPS / Short: IS36WK7   TRS USD P E IS36WK7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13824 | OU      | $1843.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A0W7   TRS USD R V 00MFEDL IS3A0X8/FEDL01/-35 BPS / Short: IS3A0W7   TRS USD P E IS3A0W7/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         303 | OU      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39KY6   TRS EUR R V 00MESTR IS39KZ7/ESTR3MA/-35 BPS / Short: IS39KY6   TRS EUR P E IS39KY6/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       17677 | OU      | $-1697.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS372G6   IRS NOK R V 06MNIBOR IS372H7 CCPVANILLA / Short: BS372G6   IRS NOK P F  4.09700 IS372G6 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2788000 | OU      | $2061.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15188.82     | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| BX Trust                                               | BX Trust 2025-VOLT                                                                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140131.25    | 0.03%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A607   TRS GBP R E IS3A607/GB00BP9LHF23 / Short: IS3A607   TRS GBP P V 00MSONIA IS3A618/SONIO/N/+30 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      101103 | OU      | $-755.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          43 | NC      | $16072.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-849.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3823000 | PA      | $2812067.81   | 0.65%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38OD0   TRS USD R V 00MOBFR IS38OE1/OBFR01/-25 BPS / Short: IS38OD0   TRS USD P E IS38OD0/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5695 | OU      | $-980.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      120000 | PA      | $83958.20     | 0.02%             | 2030-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $1840.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                               | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10696000 | PA      | $392932.19    | 0.09%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        2185 | NS      | $507094.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169777.30    | 0.04%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      512000 | PA      | $496424.96    | 0.11%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                   | EACY0C8 CURO SVP LLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265541 | PA      | $253591.25    | 0.06%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38VJ5   TRS USD R V 00MOBFR IS38VK6/OBFR01/-25 BPS / Short: IS38VJ5   TRS USD P E IS38VJ5/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8839 | OU      | $-1333.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHC Group LLC                                          | CHC Group LLC                                                                                                      | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        1138 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                      | General Mills Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      202000 | PA      | $241905.45    | 0.06%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A5M2   TRS USD R V 00MOBFR IS3A5N3/OBFR01/-25 BPS / Short: IS3A5M2   TRS USD P E IS3A5M2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       53832 | OU      | $8595.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A3M8   TRS USD R V 00MOBFR IS3A3N9/OBFR01/-25 BPS / Short: IS3A3M8   TRS USD P E IS3A3M8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       23904 | OU      | $6428.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39GV5   TRS GBP R E IS39GV5/GB00BCRX1J15 / Short: IS39GV5   TRS GBP P V 00MSONIA IS39GW6/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       19205 | OU      | $-40.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $210008.00    | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                 | CONTRA BLUEPRINT MEDIC                                                                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |        6638 | NS      | $3053.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $13752.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CP8   TRS USD R V 00MOBFR IS38CQ9/OBFR01/-25 BPS / Short: IS38CP8   TRS USD P E IS38CP8/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33708 | OU      | $2326.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2705.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                            | OCP CLO Ltd                                                                                                        | CUSIP: 671026AY8<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250146.75    | 0.06%             | 2039-01-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      320000 | PA      | $232337.24    | 0.05%             | 2029-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      136000 | PA      | $161970.34    | 0.04%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd                  | Check Point Software Technologies Ltd                                                                              | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |         782 | NS      | $118918.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39BL0   TRS USD R V 00MSOFR IS39BM1/SOFRRATE/-30 BPS / Short: IS39BL0   TRS USD P E IS39BL0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5600 | OU      | $-710.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      135000 | PA      | $99077.34     | 0.02%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      161000 | PA      | $190498.25    | 0.04%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Calavo Growers Inc                                     | Calavo Growers Inc                                                                                                 | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21392 | NS      | $574161.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37460   TRS CAD R E IS37460/CA4013393042 / Short: IS37460   TRS CAD P V 00MCORRA IS37471/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       31682 | OU      | $-4.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                 | Singapore Exchange Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       20800 | NS      | $298700.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36AU3   TRS USD R V 00MSOFR IS36AV4/SOFRRATE/-30 BPS / Short: IS36AU3   TRS USD P E IS36AU3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         800 | OU      | $111.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp                                                                 | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $215483.10    | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          34 | NC      | $3976.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36ZS6   TRS USD R V 00MOBFR IS36ZT7/OBFR01/-25 BPS / Short: IS36ZS6   TRS USD P E IS36ZS6/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        7448 | OU      | $1808.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        1471 | NS      | $295512.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37A28   TRS USD R V 00MOBFR IS37A39/OBFR01/-25 BPS / Short: IS37A28   TRS USD P E IS37A28/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6387 | OU      | $1470.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-94.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36OM3   TRS USD R V 00MSOFR IS36ON4/SOFRRATE/-30 BPS / Short: IS36OM3   TRS USD P E IS36OM3/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      188851 | OU      | $-39334.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 10YR BOND FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         -30 | NC      | $-9285.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36RS0   TRS USD R V 00MSOFR IS36RT1/SOFRRATE/-30 BPS / Short: IS36RS0   TRS USD P E IS36RS0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3264 | OU      | $502.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |        3920 | NS      | $242459.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37YV5   TRS USD R V 00MOBFR IS37YW6/OBFR01/-25 BPS / Short: IS37YV5   TRS USD P E IS37YV5/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      198075 | OU      | $-8801.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $2079.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36OU1   TRS USD R V 00MSOFR IS36OV2/SOFRRATE/-30 BPS / Short: IS36OU1   TRS USD P E IS36OU1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2079 | OU      | $236.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OJ3   TRS USD R V 00MOBFR IS37OK4/OBFR01/-25 BPS / Short: IS37OJ3   TRS USD P E IS37OJ3/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      100322 | OU      | $29407.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $-1394.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39OK0   TRS EUR R V 00MESTR IS39OL1/ESTR3MA/-35 BPS / Short: IS39OK0   TRS EUR P E IS39OK0/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       13723 | OU      | $-1745.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1310600 | PA      | $1337323.96   | 0.31%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $37308.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         275 | NS      | $143305.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         629 | NS      | $635786.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS385V5   TRS USD R V 00MSOFR IS385W6/SOFRRATE/-30 BPS / Short: IS385V5   TRS USD P E IS385V5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         202 | OU      | $-30.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $362073.00    | 0.08%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        1868 | NS      | $402908.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      139000 | PA      | $163714.20    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                  | Alibaba Group Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $373984.42    | 0.09%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Diamond Hill Investment Group Inc                      | Diamond Hill Investment Group Inc                                                                                  | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |         776 | NS      | $133371.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |         191 | NS      | $64078.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $984.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      277000 | PA      | $218764.43    | 0.05%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS36ZA8   IRS NOK R V 06MNIBOR IS36ZB9 CCPVANILLA / Short: BS36ZA8   IRS NOK P F  4.04220 IS36ZA8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3211000 | OU      | $3909.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39RM3   TRS USD R V 00MFEDL IS39RN4/FEDL01/-35 BPS / Short: IS39RM3   TRS USD P E IS39RM3/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1068 | OU      | $-154.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      141000 | PA      | $201387.58    | 0.05%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                 | CONTRA CHINOOK THERAPE                                                                                             | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |       30997 | NS      | $309.97       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |       71000 | PA      | $69249.85     | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38H97   TRS USD R V 00MFEDL IS38HA8/FEDL01/-35 BPS / Short: IS38H97   TRS USD P E IS38H97/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       24956 | OU      | $-467.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $10888.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                         | EPR Properties                                                                                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      234000 | PA      | $234257.40    | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                    | Cognizant Technology Solutions Corp                                                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        5820 | NS      | $374982.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $277729.26    | 0.06%             | 2033-05-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                      | Eversource Energy                                                                                                  | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39185.25     | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1166000 | PA      | $1306102.96   | 0.30%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36B00   IRS SEK R F  2.69280 IS36B00 CCPVANILLA / Short: SS36B00   IRS SEK P V 03MSTIBO IS36B11 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3880000 | OU      | $8021.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15480.00     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SAPUTO INC                                             | Saputo Inc                                                                                                         | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |      118000 | PA      | $88210.86     | 0.02%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |        3617 | NS      | $406122.71    | 0.09%             |  |  |  | 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      | $-2080.05     | -0.00%            |  |  |  | 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      | $-457.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                               | eBay Inc                                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        4332 | NS      | $393605.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $241.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |           1 | NC      | $80952.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                 | Arch Capital Group Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        1716 | NS      | $171857.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                                                    | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       11700 | NS      | $268962.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                   | Kioxia Holdings Corp                                                                                               | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |         300 | NS      | $40543.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38ER4   TRS USD R V 00MFEDL IS38ES5/FEDL01/-35 BPS / Short: IS38ER4   TRS USD P E IS38ER4/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1581 | OU      | $-25.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                               | Agilent Technologies Inc                                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        2906 | NS      | $352730.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |        9338 | NS      | $391102.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                   | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $356947.22    | 0.08%             | 2032-03-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12707.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $140773.14    | 0.03%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A6C9   TRS USD R V 00MOBFR IS3A6D0/OBFR01/-35 BPS / Short: IS3A6C9   TRS USD P E IS3A6C9/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11118 | OU      | $-2294.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TN2   TRS USD R V 00MFEDL IS37TO3/FEDL01/-35 BPS / Short: IS37TN2   TRS USD P E IS37TN2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      118462 | OU      | $-6158.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A588   TRS USD R V 00MOBFR IS3A599/OBFR01/-35 BPS / Short: IS3A588   TRS USD P E IS3A588/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7135 | OU      | $-246.56      | -0.00%            |  |  |  | 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      | $-1788.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39411   TRS USD R V 00MOBFR IS39422/OBFR01/-35 BPS / Short: IS39411   TRS USD P E IS39411/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |          74 | OU      | $-34.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                            | Digital Intrepid Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      140000 | PA      | $143463.98    | 0.03%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                  | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        1546 | NS      | $637524.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38VD9   TRS USD R V 00MFEDL IS38VE0/FEDL01/-35 BPS / Short: IS38VD9   TRS USD P E IS38VD9/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        6822 | OU      | $-129.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      269000 | PA      | $286614.12    | 0.07%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                         | Cantaloupe Inc                                                                                                     | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       74997 | NS      | $782968.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38W58   TRS USD R V 00MOBFR IS38W69/OBFR01/-25 BPS / Short: IS38W58   TRS USD P E IS38W58/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       19568 | OU      | $-3209.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HubSpot Inc                                            | HubSpot Inc                                                                                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        1201 | NS      | $317676.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                  | PK Alift Loan Funding 8 LP                                                                                         | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $429997.08    | 0.10%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| MALAYSIA GOVERNMENT                                    | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2573000 | PA      | $712190.66    | 0.16%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-14453.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37N30   TRS CAD R E IS37N30/CA4013393042 / Short: IS37N30   TRS CAD P V 00MCORRA IS37N41/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        2275 | OU      | $1.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                  | Mitsui Fudosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |       13300 | NS      | $179281.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS37RN8   IRS NZD R V 03MNZDBB IS37RO9 CCPVANILLA / Short: BS37RN8   IRS NZD P F  4.04970 IS37RN8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      416000 | OU      | $-6179.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS392D9   TRS USD R V 00MFEDL IS392E0/FEDL01/-35 BPS / Short: IS392D9   TRS USD P E IS392D9/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1258 | OU      | $36.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A005   TRS USD R V 00MFEDL IS3A016/FEDL01/-35 BPS / Short: IS3A005   TRS USD P E IS3A005/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       42902 | OU      | $873.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        4271 | NS      | $470621.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Mining Ltd                                   | Evolution Mining Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |       31777 | NS      | $377004.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $3111.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38EV8   TRS USD R V 00MOBFR IS38EW9/OBFR01/-25 BPS / Short: IS38EV8   TRS USD P E IS38EV8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        4726 | OU      | $438.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-4507.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38K76   TRS USD R V 00MSOFR IS38K87/SOFRRATE/-30 BPS / Short: IS38K76   TRS USD P E IS38K76/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36549 | OU      | $-5009.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS34ST2   IRS NOK R V 06MNIBOR IS34SU3 CCPVANILLA / Short: BS34ST2   IRS NOK P F  4.05770 IS34ST2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2474000 | OU      | $-2505.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                   | MAD Commercial Mortgage Trust 2025-11MD                                                                            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $213141.52    | 0.05%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                           | WB Commercial Mortgage Trust 2024-HQ                                                                               | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      192000 | PA      | $191946.60    | 0.04%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38J13   IRS NZD R V 03MNZDBB IS38J24 CCPVANILLA / Short: BS38J13   IRS NZD P F  4.13370 IS38J13 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      378000 | OU      | $-4723.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37244   TRS USD R V 00MOBFR IS37255/OBFR01/-25 BPS / Short: IS37244   TRS USD P E IS37244/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       43037 | OU      | $11654.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39RA1   TRS USD R V 00MSOFR IS39RB2/SOFRRATE/-30 BPS / Short: IS39RA1   TRS USD P E IS39RA1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        5096 | OU      | $-1224.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38U32   TRS USD R V 00MOBFR IS38U43/OBFR01/-25 BPS / Short: IS38U32   TRS USD P E IS38U32/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        2657 | OU      | $348.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS394J9   TRS USD R V 00MSOFR IS394K0/SOFRRATE/-30 BPS / Short: IS394J9   TRS USD P E IS394J9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1268 | OU      | $-133.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                            | Rational AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900K139N6UFJ1A758 | Long             | EC               | CORP              | DE        |         146 | NS      | $126539.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $236.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $142885.10    | 0.03%             | 2028-03-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-157.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37DS5   TRS CAD R E IS37DS5/CA4013393042 / Short: IS37DS5   TRS CAD P V 00MCORRA IS37DT6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       17323 | OU      | $52.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38M70   TRS USD R V 00MOBFR IS38M81/OBFR01/-25 BPS / Short: IS38M70   TRS USD P E IS38M70/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28885 | OU      | $4283.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      389600 | PA      | $396813.69    | 0.09%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-37226.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $766.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS374A4   TRS USD R V 00MOBFR IS374B5/OBFR01/-25 BPS / Short: IS374A4   TRS USD P E IS374A4/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       17356 | OU      | $4142.69      | 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        |      106000 | PA      | $106656.19    | 0.02%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      278272 | PA      | $285434.41    | 0.07%             | 2042-12-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $369.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38MD6   TRS USD R V 00MOBFR IS38ME7/OBFR01/-25 BPS / Short: IS38MD6   TRS USD P E IS38MD6/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20709 | OU      | $2363.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2024-LEAF1 Notes                                                                                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71505 | PA      | $71688.08     | 0.02%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2024-1                                                                                       | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202442 | PA      | $204154.38    | 0.05%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38XH7   TRS CAD R E IS38XH7/CA51925D1069 / Short: IS38XH7   TRS CAD P V 00MCORRA IS38XI8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |         879 | OU      | $0.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                     | Regency Centers LP                                                                                                 | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      107000 | PA      | $106980.74    | 0.02%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XIX Ltd                                                                                                  | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250388.25    | 0.06%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | 10YR MINI JGB FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          28 | NC      | $-9088.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                    | Synchrony Financial                                                                                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      137000 | PA      | $142173.12    | 0.03%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39VM1   TRS USD R V 00MOBFR IS39VN2/OBFR01/-35 BPS / Short: IS39VM1   TRS USD P E IS39VM1/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       36334 | OU      | $528.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39273   TRS USD R V 00MFEDL IS39284/FEDL01/-35 BPS / Short: IS39273   TRS USD P E IS39273/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       16461 | OU      | $280.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YN7   TRS USD R V 00MFEDL IS37YO8/FEDL01/-35 BPS / Short: IS37YN7   TRS USD P E IS37YN7/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       39927 | OU      | $-33747.62    | -0.01%            |  |  |  | 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      | $73.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39CL7   TRS USD R V 00MSOFR IS39CM8/SOFRRATE/-30 BPS / Short: IS39CL7   TRS USD P E IS39CL7/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3991 | OU      | $-683.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39KQ8   TRS EUR R V 00MESTR IS39KR9/ESTR3MA/-35 BPS / Short: IS39KQ8   TRS EUR P E IS39KQ8/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       35116 | OU      | $-3948.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | S+P/TSX 60 IX FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |           7 | NC      | $74548.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $10.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39GT3   TRS GBP R E IS39GT3/GB00BCRX1J15 / Short: IS39GT3   TRS GBP P V 00MSONIA IS39GU4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       38316 | OU      | $-81.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36CW9   IRS SEK R F  2.70180 IS36CW9 CCPVANILLA / Short: SS36CW9   IRS SEK P V 03MSTIBO IS36CX0 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1214000 | OU      | $1922.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37L58   TRS CAD R E IS37L58/CA4013393042 / Short: IS37L58   TRS CAD P V 00MCORRA IS37L69/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        2872 | OU      | $4.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39NM5   TRS USD R V 00MOBFR IS39NN6/OBFR01/-35 BPS / Short: IS39NM5   TRS USD P E IS39NM5/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20580 | OU      | $2608.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A8A1   TRS USD R V 00MFEDL IS3A8B2/FEDL01/-35 BPS / Short: IS3A8A1   TRS USD P E IS3A8A1/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         350 | OU      | $24.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37266   TRS USD R V 00MSOFR IS37277/SOFRRATE/-30 BPS / Short: IS37266   TRS USD P E IS37266/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         276 | OU      | $45.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                              | Qorvo Inc                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       17105 | NS      | $1418004.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                 | CONTRA AKERO THERAPEUT                                                                                             | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | N/A              | DE               |  | US        |        4711 | NS      | $3062.15      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      100000 | PA      | $118315.98    | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives            | WIG20 INDEX FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |           6 | NC      | $9898.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                              | Toronto-Dominion Bank/The                                                                                          | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |        8132 | NS      | $792185.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      107000 | PA      | $128384.58    | 0.03%             | 2034-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2013-2 Ltd                                                                                                | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        7926 | PA      | $7926.78      | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38FR1   TRS USD R V 00MOBFR IS38FS2/OBFR01/-25 BPS / Short: IS38FR1   TRS USD P E IS38FR1/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10937 | OU      | $-2104.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                                                 | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        3990 | NS      | $403051.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $248.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $20814.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                           | Moody's Corp                                                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         871 | NS      | $415980.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Services Ltd                   | ZIM Integrated Shipping Services Ltd                                                                               | CUSIP: 000000000<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |       21066 | NS      | $607332.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-B                                                                           | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109000 | PA      | $109285.22    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125038.11    | 0.03%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39GX7   TRS GBP R E IS39GX7/GB00BCRX1J15 / Short: IS39GX7   TRS GBP P V 00MSONIA IS39GY8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       38314 | OU      | $-81.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |           1 | NC      | $-929.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-666.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      337000 | PA      | $348083.93    | 0.08%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                                                        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      345000 | PA      | $417443.84    | 0.10%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39DP8   TRS USD R V 00MOBFR IS39DQ9/OBFR01/-25 BPS / Short: IS39DP8   TRS USD P E IS39DP8/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        3520 | OU      | $-589.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        7666 | NS      | $713982.14    | 0.17%             |  |  |  | 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      | $-122.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      146000 | PA      | $198500.28    | 0.05%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-26681.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-81.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A243   TRS USD R V 00MOBFR IS3A254/OBFR01/-35 BPS / Short: IS3A243   TRS USD P E IS3A243/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7036 | OU      | $-187.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                   | ASM International NV                                                                                               | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |          90 | NS      | $75904.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc           | BAMLL Trust 2025-ASHF                                                                                              | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      437000 | PA      | $437053.66    | 0.10%             | 2042-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          61 | NC      | $82890.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                            | Hitachi Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |        4400 | NS      | $144044.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      248000 | PA      | $252424.32    | 0.06%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS379K9   TRS CAD R E IS379K9/CA4013393042 / Short: IS379K9   TRS CAD P V 00MCORRA IS379L0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       15554 | OU      | $-31.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36WM9   TRS USD R V 00MOBFR IS36WN0/OBFR01/-25 BPS / Short: IS36WM9   TRS USD P E IS36WM9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       42690 | OU      | $9867.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A9K8   TRS USD R V 00MFEDL IS3A9L9/FEDL01/-35 BPS / Short: IS3A9K8   TRS USD P E IS3A9K8/US0304201033     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       33820 | OU      | $-831.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1285 | NS      | $258452.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        3513 | NS      | $343079.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                  | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |      217000 | PA      | $211824.55    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37ES2   TRS CAD R E IS37ES2/CA4013393042 / Short: IS37ES2   TRS CAD P V 00MCORRA IS37ET3/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        7398 | OU      | $20.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS385X7   TRS USD R V 00MFEDL IS385Y8/FEDL01/-35 BPS / Short: IS385X7   TRS USD P E IS385X7/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       67984 | OU      | $-2815.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39Q60   TRS GBP R E IS39Q60/GB00B1YKG049 / Short: IS39Q60   TRS GBP P V 00MSONIA IS39Q71/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       14683 | OU      | $973.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $123537.47    | 0.03%             | 2028-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-18486.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BTP FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          12 | NC      | $34866.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OD7   TRS USD R V 00MOBFR IS37OE8/OBFR01/-25 BPS / Short: IS37OD7   TRS USD P E IS37OD7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5928 | OU      | $1315.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $13204.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                            | PepsiCo Inc                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        2878 | NS      | $488511.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368E3   TRS USD R V 00MSOFR IS368F4/SOFRRATE/-30 BPS / Short: IS368E3   TRS USD P E IS368E3/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       75247 | OU      | $-11509.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                          | Jardine Matheson Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |        4287 | NS      | $353421.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36TG2   TRS USD R V 00MOBFR IS36TH3/OBFR01/-25 BPS / Short: IS36TG2   TRS USD P E IS36TG2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       31958 | OU      | $8667.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND MAR26                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          16 | NC      | $73259.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |       59012 | PA      | $0.00         | 0.00%             | 2026-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384X0   TRS USD R V 00MFEDL IS384Y1/FEDL01/-35 BPS / Short: IS384X0   TRS USD P E IS384X0/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       58855 | OU      | $-2523.88     | -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      | $337.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                              | Brighthouse Financial Inc                                                                                          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       15560 | NS      | $933288.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      355000 | PA      | $355117.15    | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                           | Centene Corp                                                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        8062 | NS      | $361822.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        3910 | NS      | $1218981.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                       | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207000 | PA      | $207128.94    | 0.05%             | 2042-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                            | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |      250000 | PA      | $260257.38    | 0.06%             | 2043-04-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $15825.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      129000 | PA      | $127377.18    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | 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      | $175.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TT8   TRS USD R V 00MFEDL IS37TU9/FEDL01/-35 BPS / Short: IS37TT8   TRS USD P E IS37TT8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       42670 | OU      | $-34426.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                     | Province of Quebec Canada                                                                                          | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      245000 | PA      | $176409.38    | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                 | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7356000 | PA      | $2069521.56   | 0.48%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39KU2   TRS EUR R V 00MESTR IS39KV3/ESTR3MA/-35 BPS / Short: IS39KU2   TRS EUR P E IS39KU2/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       35928 | OU      | $-3532.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AL46   TRS USD R V 00MOBFR IS3AL57/OBFR01/-35 BPS / Short: IS3AL46   TRS USD P E IS3AL46/US1251411013     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5329 | OU      | $251.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      278329 | NS      | $380202.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA CYBERARK SOFTWA                                 | CONTRA CYBERARK SOFTWA                                                                                             | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        4231 | NS      | $190395.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-58057.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1354839 | PA      | $1389715.54   | 0.32%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        2164 | NS      | $692782.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3AFO4   TRS USD R V 00MOBFR IS3AFP5/OBFR01/-25 BPS / Short: IS3AFO4   TRS USD P E IS3AFO4/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |         871 | OU      | $-12.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39X81   TRS USD R V 00MSOFR IS39X92/SOFRRATE/-30 BPS / Short: IS39X81   TRS USD P E IS39X81/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       60369 | OU      | $-3080.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37SF7   TRS USD R V 00MOBFR IS37SG8/OBFR01/-25 BPS / Short: IS37SF7   TRS USD P E IS37SF7/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       21260 | OU      | $-6294.80     | -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      | $34974.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS398B9   TRS USD R V 00MSOFR IS398C0/SOFRRATE/-30 BPS / Short: IS398B9   TRS USD P E IS398B9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         211 | OU      | $-22.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39PU7   TRS USD R V 00MOBFR IS39PV8/OBFR01/-35 BPS / Short: IS39PU7   TRS USD P E IS39PU7/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        5352 | OU      | $-351.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives            | WIG20 INDEX FUT MAR26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |        -100 | NC      | $-38849.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        2921 | NS      | $334746.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       88139 | PA      | $88292.40     | 0.02%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A4E7   TRS EUR R V 00MESTR IS3A4F8/ESTR3MA/-35 BPS / Short: IS3A4E7   TRS EUR P E IS3A4E7/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       14819 | OU      | $-2095.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS371A3   IRS NOK R V 06MNIBOR IS371B4 CCPVANILLA / Short: BS371A3   IRS NOK P F  4.08900 IS371A3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1423000 | OU      | $1151.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS370S4   TRS CAD R E IS370S4/CA4013393042 / Short: IS370S4   TRS CAD P V 00MCORRA IS370T5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24558 | OU      | $17.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A867   TRS KRW R F   .00000 IS3A878/KMH6 / Short: IS3A867   TRS KRW P E IS3A867/KR4A01630008              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |   204787091 | OU      | $-20620.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         772 | NS      | $367395.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         955 | NS      | $125200.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                            | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |       27504 | NS      | $310637.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36TS4   TRS CAD R E IS36TS4/CA4013393042 / Short: IS36TS4   TRS CAD P V 00MCORRA IS36TT5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        4416 | OU      | $-7.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                               | EDP Servicios Financieros Espana SA                                                                                | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      299000 | PA      | $360866.09    | 0.08%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                  | American Homes 4 Rent                                                                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       11799 | NS      | $353970.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK PARTNERS LP                                      | ONEOK Partners LP                                                                                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      314000 | PA      | $348957.62    | 0.08%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                             | CONSTELLATION SOFTWARE INC                                                                                         | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         541 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      871000 | PA      | $536594.74    | 0.12%             | 2055-12-01      | Fixed         | 2.75%                 | 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      | $-15177.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $279518.25    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $624.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      371000 | PA      | $438636.67    | 0.10%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Udemy Inc                                              | Udemy Inc                                                                                                          | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       15283 | NS      | $76873.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         135 | NC      | $47163.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                      | Lam Research Corp                                                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        2237 | NS      | $523211.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      170245 | PA      | $170637.45    | 0.04%             | 2045-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         117 | NS      | $143325.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      430000 | PA      | $508850.18    | 0.12%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        2007 | NS      | $351425.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: SS37288   CDS USD R F  5.00000 IS37288 CCPCDX / Short: SS37288   CDS USD P V 03MEVENT IS37299 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3900600 | OU      | $301997.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NR4   TRS USD R V 00MOBFR IS37NS5/OBFR01/-25 BPS / Short: IS37NR4   TRS USD P E IS37NR4/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       37038 | OU      | $-3974.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      165000 | NS      | $260099.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      205000 | PA      | $210885.55    | 0.05%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                            | CECONOMY AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | EC               | CORP              | DE        |       60569 | NS      | $323488.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1247.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $191008.00    | 0.04%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $21228.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                | Transportadora de Gas Internacional SA ESP                                                                         | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $304800.00    | 0.07%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                            | Kennedy-Wilson Holdings Inc                                                                                        | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |        1926 | NS      | $20954.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4112.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        4754 | NS      | $355313.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS382F8   TRS USD R V 00MFEDL IS382G9/FEDL01/-35 BPS / Short: IS382F8   TRS USD P E IS382F8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         337 | OU      | $-257.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1567 | NS      | $262002.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A5Y4   TRS GBP R E IS3A5Y4/GB00BP9LHF23 / Short: IS3A5Y4   TRS GBP P V 00MSONIA IS3A5Z5/SONIO/N/+30 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      101211 | OU      | $-640.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                       | Essential Properties LP                                                                                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      381000 | PA      | $351312.48    | 0.08%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS390F7   TRS USD R V 00MOBFR IS390G8/OBFR01/-35 BPS / Short: IS390F7   TRS USD P E IS390F7/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8697 | OU      | $-3629.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |        3257 | NS      | $260890.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |           1 | NC      | $20651.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39RU1   TRS GBP R E IS39RU1/GB00B1YKG049 / Short: IS39RU1   TRS GBP P V 00MSONIA IS39RV2/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       25994 | OU      | $1726.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                                                  | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      336000 | PA      | $383693.73    | 0.09%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       91795 | PA      | $102345.77    | 0.02%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39BD2   TRS USD R V 00MFEDL IS39BE3/FEDL01/-35 BPS / Short: IS39BD2   TRS USD P E IS39BD2/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       49982 | OU      | $-8330.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38Z71   TRS USD R V 00MOBFR IS38Z82/OBFR01/-25 BPS / Short: IS38Z71   TRS USD P E IS38Z71/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       25068 | OU      | $2235.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                     | CONTRA ABIOMED INC                                                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |        3960 | NS      | $9999.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      470000 | PA      | $587940.12    | 0.14%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38812 | PA      | $39041.32     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                      | State Street Corp                                                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |         413 | NS      | $53120.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243686.12    | 0.06%             | 2034-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3123000 | PA      | $2300579.53   | 0.53%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                            | Capital Street Master Trust                                                                                        | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99517 | PA      | $99581.43     | 0.02%             | 2028-10-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |       90193 | NS      | $748819.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38TV3   TRS CAD R E IS38TV3/CA51925D1069 / Short: IS38TV3   TRS CAD P V 00MCORRA IS38TW4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       21939 | OU      | $1.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39KA2   TRS USD R V 00MSOFR IS39KB3/SOFRRATE/-30 BPS / Short: IS39KA2   TRS USD P E IS39KA2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         385 | OU      | $-83.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                       | Medibank Pvt Ltd                                                                                                   | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |       64359 | NS      | $200580.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $249662.65    | 0.06%             | 2033-08-23      | Fixed         | 5.75%                 | 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      | $556.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VN6   TRS CAD R E IS37VN6/CA4013393042 / Short: IS37VN6   TRS CAD P V 00MCORRA IS37VO7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         603 | OU      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                        | Japan Government Two Year Bonds                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   491450000 | PA      | $3137708.34   | 0.73%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         491 | NS      | $247414.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy CLO Ltd                                         | Galaxy 36 CLO Ltd                                                                                                  | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $150300.15    | 0.03%             | 2038-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      520000 | PA      | $681408.89    | 0.16%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-62631.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2024-1 LLC                                                                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63894 | PA      | $63976.45     | 0.01%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      222000 | PA      | $264938.38    | 0.06%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39VI7   TRS USD R V 00MOBFR IS39VJ8/OBFR01/-35 BPS / Short: IS39VI7   TRS USD P E IS39VI7/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7645 | OU      | $-212.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |       43700 | NS      | $108014.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS Switzerland AG                                     | Long: IS38XD3   TRS USD R V 00MOBFR IS38XE4/OBFR01/-25 BPS / Short: IS38XD3   TRS USD P E IS38XD3/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       25969 | OU      | $2374.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                     | K2016470219 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |       40372 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36RK2   TRS USD R V 00MSOFR IS36RL3/SOFRRATE/-30 BPS / Short: IS36RK2   TRS USD P E IS36RK2/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       50693 | OU      | $-10209.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39XE7   TRS USD R V 00MOBFR IS39XF8/OBFR01/-35 BPS / Short: IS39XE7   TRS USD P E IS39XE7/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2143 | OU      | $-423.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38MJ2   TRS USD R V 00MOBFR IS38MK3/OBFR01/-25 BPS / Short: IS38MJ2   TRS USD P E IS38MJ2/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28598 | OU      | $4283.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          23 | NC      | $21713.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         131 | NC      | $70794.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       67000 | PA      | $69685.36     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | 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      | $-5404.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                    | CALIFORNIA ST                                                                                                      | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      465000 | PA      | $581034.57    | 0.13%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                                                                                 | CUSIP: 000000000<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      109000 | PA      | $76327.96     | 0.02%             | 2030-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38ET6   TRS USD R V 00MSOFR IS38EU7/SOFRRATE/-30 BPS / Short: IS38ET6   TRS USD P E IS38ET6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14714 | OU      | $-2278.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                               | Magyar Export-Import Bank Zrt                                                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      255000 | PA      | $262331.25    | 0.06%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $38.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38N33   TRS USD R V 00MOBFR IS38N44/OBFR01/-25 BPS / Short: IS38N33   TRS USD P E IS38N33/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20896 | OU      | $2100.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        5162 | NS      | $1624687.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                                                             | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       10232 | NS      | $558462.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Ltd                                        | IHS Holding Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | EC               | CORP              | KY        |       16751 | NS      | $134008.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross 2025-H4 Mortgage Trust                                                                                       | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142444 | PA      | $144016.56    | 0.03%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        7815 | NS      | $3069263.10   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $198820.00    | 0.05%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                           | Insulet Corp                                                                                                       | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        1395 | NS      | $344020.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AGW9   TRS USD R V 00MSOFR IS3AGX0/SOFRRATE/-30 BPS / Short: IS3AGW9   TRS USD P E IS3AGW9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         228 | OU      | $-6.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1869000 | PA      | $1797671.30   | 0.42%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35LV8   IRS NZD R F  4.13370 IS35LV8 CCPVANILLA / Short: SS35LV8   IRS NZD P V 03MNZDBB IS35LW9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      378000 | OU      | $4717.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS380R6   TRS USD R V 00MOBFR IS380S7/OBFR01/-25 BPS / Short: IS380R6   TRS USD P E IS380R6/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       83566 | OU      | $-1274.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WS2   TRS GBP R E IS35WS2/GB00BCRX1J15 / Short: IS35WS2   TRS GBP P V 00MSONIA IS35WT3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       32347 | OU      | $219.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37CK0   TRS CAD R E IS37CK0/CA4013393042 / Short: IS37CK0   TRS CAD P V 00MCORRA IS37CL1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24682 | OU      | $-53.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       12594 | NS      | $840994.33    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39F18   TRS USD R V 00MOBFR IS39F29/OBFR01/-25 BPS / Short: IS39F18   TRS USD P E IS39F18/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       14484 | OU      | $-2258.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                | Hartwick Park CLO Ltd                                                                                              | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |      425000 | PA      | $425548.25    | 0.10%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                     | Vertiv Holdings Co                                                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1612 | NS      | $410882.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-40540.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      181000 | PA      | $220018.37    | 0.05%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penumbra Inc                                           | Penumbra Inc                                                                                                       | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        4524 | NS      | $1558020.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                 | Russian Federal Bond - OFZ                                                                                         | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    23770000 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 7.05%                 | Yes           |                  3 | On Loan: No      |
| Comfort Systems USA Inc                                | Comfort Systems USA Inc                                                                                            | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         139 | NS      | $198682.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $695.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39HD4   TRS USD R V 00MOBFR IS39HE5/OBFR01/-35 BPS / Short: IS39HD4   TRS USD P E IS39HD4/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6155 | OU      | $-903.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 113 CLO Ltd                                                                                                 | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |      255000 | PA      | $255426.87    | 0.06%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                  | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        1430 | NS      | $532389.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $136678.74    | 0.03%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4268.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39OO4   TRS EUR R V 00MESTR IS39OP5/ESTR3MA/-35 BPS / Short: IS39OO4   TRS EUR P E IS39OO4/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        4372 | OU      | $-548.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39831   TRS USD R V 00MOBFR IS39842/OBFR01/-25 BPS / Short: IS39831   TRS USD P E IS39831/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33880 | OU      | $-209.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38VL7   TRS CAD R E IS38VL7/CA51925D1069 / Short: IS38VL7   TRS CAD P V 00MCORRA IS38VM8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |        6354 | OU      | $0.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp                                     | Lundin Mining Corp                                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |       11572 | NS      | $368695.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-10375.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A2M1   TRS USD R V 00MFEDL IS3A2N2/FEDL01/-35 BPS / Short: IS3A2M1   TRS USD P E IS3A2M1/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        6811 | OU      | $556.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $90407.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38W14   TRS USD R V 00MOBFR IS38W25/OBFR01/-25 BPS / Short: IS38W14   TRS USD P E IS38W14/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28316 | OU      | $2655.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39GH1   TRS USD R V 00MFEDL IS39GI2/FEDL01/-35 BPS / Short: IS39GH1   TRS USD P E IS39GH1/US91823B1098     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         991 | OU      | $257.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39RG7   TRS USD R V 00MFEDL IS39RH8/FEDL01/-35 BPS / Short: IS39RG7   TRS USD P E IS39RG7/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       49623 | OU      | $-6068.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                             | Keppel Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |        6900 | NS      | $71267.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                                                                | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $204095.97    | 0.05%             | 2030-06-05      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1761.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37G42   TRS CAD R E IS37G42/CA4013393042 / Short: IS37G42   TRS CAD P V 00MCORRA IS37G53/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24968 | OU      | $39.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-3884.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-80495.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |       18395 | NS      | $455491.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AKY9   TRS USD R V 00MSOFR IS3AKZ0/SOFRRATE/-30 BPS / Short: IS3AKY9   TRS USD P E IS3AKY9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9597 | OU      | $-257.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37UD9   TRS USD R V 00MOBFR IS37UE0/OBFR01/-25 BPS / Short: IS37UD9   TRS USD P E IS37UD9/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       35968 | OU      | $-5309.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $32159.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $462.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $135468.28    | 0.03%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39XI1   TRS USD R V 00MOBFR IS39XJ2/OBFR01/-35 BPS / Short: IS39XI1   TRS USD P E IS39XI1/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       33043 | OU      | $-7441.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72000 | PA      | $73641.86     | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        1937 | NS      | $251810.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-9                                                                                  | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |       95710 | PA      | $96100.38     | 0.02%             | 2070-10-27      | Variable      | 4.93%                 | 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      | $4320.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        3671 | NS      | $359684.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2533.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       24220 | NS      | $4291541.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsu Group Inc                                       | Dentsu Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |       18300 | NS      | $345336.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Long: IS36WO1   TRS CAD R E IS36WO1/CA4013393042 / Short: IS36WO1   TRS CAD P V 00MCORRA IS36WP2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         335 | OU      | $-0.33        | -0.00%            |  |  |  | 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      | $799.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Energy Group Inc                          | Northwestern Energy Group Inc                                                                                      | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       17883 | NS      | $1251094.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       39000 | PA      | $41246.40     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38FJ3   TRS USD R V 00MFEDL IS38FK4/FEDL01/-35 BPS / Short: IS38FJ3   TRS USD P E IS38FJ3/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       23935 | OU      | $-98.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          -9 | NC      | $-7982.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS391L0   TRS USD R V 00MOBFR IS391M1/OBFR01/-35 BPS / Short: IS391L0   TRS USD P E IS391L0/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        3327 | OU      | $-1568.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369Q2   TRS USD R V 00MSOFR IS369R3/SOFRRATE/-30 BPS / Short: IS369Q2   TRS USD P E IS369Q2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8656 | OU      | $1548.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM7 Trust                                                                                                | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |      282301 | PA      | $285508.77    | 0.07%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |        9643 | NS      | $471562.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3A5K0   TRS USD R V 00MSOFR IS3A5L1/SOFRRATE/-30 BPS / Short: IS3A5K0   TRS USD P E IS3A5K0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1959 | OU      | $84.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       13831 | NS      | $410964.46    | 0.10%             |  |  |  | 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      | $83.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      411000 | PA      | $427731.81    | 0.10%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                                                               | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7850 | NS      | $78500.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A362   TRS USD R V 00MOBFR IS3A373/OBFR01/-35 BPS / Short: IS3A362   TRS USD P E IS3A362/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       11273 | OU      | $-832.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3918.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS39QC6   IRS NZD R F  4.25470 IS39QC6 CCPVANILLA / Short: SS39QC6   IRS NZD P V 03MNZDBB IS39QD7 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      239000 | OU      | $4029.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -91 | NC      | $-59606.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-1501.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |        6656 | NS      | $347273.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank AS                                         | Danske Bank AS                                                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      177000 | PA      | $221516.13    | 0.05%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        9338 | NS      | $2908133.34   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       19000 | PA      | $15323.69     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380F4   TRS CAD R E IS380F4/CA4013393042 / Short: IS380F4   TRS CAD P V 00MCORRA IS380G5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         134 | OU      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                            | BNG Bank NV                                                                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      294000 | PA      | $206187.17    | 0.05%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A5O4   TRS USD R V 00MFEDL IS3A5P5/FEDL01/-35 BPS / Short: IS3A5O4   TRS USD P E IS3A5O4/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        3623 | OU      | $270.19       | 0.00%             |  |  |  | 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      | $-646.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |           1 | NC      | $239.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                                                                          | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      273000 | PA      | $284435.97    | 0.07%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |           1 | NC      | $11798.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37V70   TRS USD R V 00MOBFR IS37V81/OBFR01/-25 BPS / Short: IS37V70   TRS USD P E IS37V70/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10917 | OU      | $-1407.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesobligation                                       | Bundesobligation                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      913069 | PA      | $1078612.72   | 0.25%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      214000 | PA      | $253527.45    | 0.06%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1172.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $7148.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $10306.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-98556.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-64.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38KP4   TRS USD R V 00MOBFR IS38KQ5/OBFR01/-25 BPS / Short: IS38KP4   TRS USD P E IS38KP4/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        3522 | OU      | $-725.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384B8   TRS CAD R E IS384B8/CA4013393042 / Short: IS384B8   TRS CAD P V 00MCORRA IS384C9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        2680 | OU      | $1.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                            | Sotheby's Artfi Master Trust                                                                                       | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $140593.26    | 0.03%             | 2033-06-20      | Fixed         | 4.90%                 | 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      | $707.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $246954.43    | 0.06%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                    | MTU Aero Engines AG                                                                                                | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         753 | NS      | $324570.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      125000 | PA      | $145415.10    | 0.03%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                           | Illumina Inc                                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |        2931 | NS      | $394102.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      321000 | PA      | $362357.64    | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |           1 | NC      | $449.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36YO5   TRS USD R V 00MSOFR IS36YP6/SOFRRATE/-30 BPS / Short: IS36YO5   TRS USD P E IS36YO5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14898 | OU      | $2229.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $206302.00    | 0.05%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      329000 | PA      | $296458.61    | 0.07%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                          | CSG Systems International Inc                                                                                      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        8722 | NS      | $696887.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37G08   TRS USD R V 00MOBFR IS37G19/OBFR01/-25 BPS / Short: IS37G08   TRS USD P E IS37G08/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20230 | OU      | $4917.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                                                                              | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102747.66    | 0.02%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $168.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39VG5   TRS USD R V 00MFEDL IS39VH6/FEDL01/-35 BPS / Short: IS39VG5   TRS USD P E IS39VG5/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        3833 | OU      | $-142.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50 MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          12 | NC      | $-3626.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                            | Reckitt Benckiser Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |        2060 | NS      | $181483.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                               | Magnetation LLC / Mag Finance Corp                                                                                 | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145972 | PA      | $0.00         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        1303 | NS      | $243322.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         511 | NS      | $65382.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                               | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  3250000000 | PA      | $20801331.92  | 4.81%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                      | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       14514 | NS      | $444469.07    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $1212.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                | Cie de Financement Foncier SA                                                                                      | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $355968.85    | 0.08%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        1882 | NS      | $153495.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WW6   TRS GBP R E IS35WW6/GB00BCRX1J15 / Short: IS35WW6   TRS GBP P V 00MSONIA IS35WX7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        9935 | OU      | $72.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38NV1   TRS USD R V 00MOBFR IS38NW2/OBFR01/-25 BPS / Short: IS38NV1   TRS USD P E IS38NV1/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       22194 | OU      | $2142.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37006   TRS USD R V 00MSOFR IS37017/SOFRRATE/-30 BPS / Short: IS37006   TRS USD P E IS37006/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3702 | OU      | $475.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORY Commercial Mortgage Trust                         | TORY Commercial Mortgage Trust 2026-HGTS                                                                           | CUSIP: 89148WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $351352.82    | 0.08%             | 2046-01-13      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35VA7   TRS USD R V 00MSOFR IS35VB8/SOFRRATE/-30 BPS / Short: IS35VA7   TRS USD P E IS35VA7/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1096 | OU      | $-205.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39K46   TRS USD R V 00MOBFR IS39K57/OBFR01/-35 BPS / Short: IS39K46   TRS USD P E IS39K46/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        9801 | OU      | $-296.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38JX5   TRS USD R V 00MOBFR IS38JY6/OBFR01/-25 BPS / Short: IS38JX5   TRS USD P E IS38JX5/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       22351 | OU      | $2262.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                            | Two Harbors Investment Corp                                                                                        | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |       26852 | NS      | $277381.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38430   TRS USD R V 00MSOFR IS38441/SOFRRATE/-30 BPS / Short: IS38430   TRS USD P E IS38430/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38820 | OU      | $-6894.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |       58531 | NS      | $331022.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |        1388 | NS      | $232074.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AEU3   TRS GBP R E IS3AEU3/GB00BCRX1J15 / Short: IS3AEU3   TRS GBP P V 00MSONIA IS3AEV4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        7741 | OU      | $-37.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                       | Japan Government Five Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    46550000 | PA      | $298502.45    | 0.07%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38V51   TRS USD R V 00MOBFR IS38V62/OBFR01/-25 BPS / Short: IS38V51   TRS USD P E IS38V51/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28107 | OU      | $2804.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $729.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $149088.40    | 0.03%             | 2032-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201518.00    | 0.05%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-1691.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AF4   TRS USD R V 00MFEDL IS38AG5/FEDL01/-35 BPS / Short: IS38AF4   TRS USD P E IS38AF4/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       65127 | OU      | $-4470.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36DK4   TRS USD R V 00MSOFR IS36DL5/SOFRRATE/-30 BPS / Short: IS36DK4   TRS USD P E IS36DK4/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2120 | OU      | $282.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 6                                                                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249837.50    | 0.06%             | 2034-05-18      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |       73623 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $12728.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36W85   TRS CAD R E IS36W85/CA4013393042 / Short: IS36W85   TRS CAD P V 00MCORRA IS36W96/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       27739 | OU      | $-67.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         821 | NS      | $125202.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39CZ1   TRS GBP R E IS39CZ1/GB00B1YKG049 / Short: IS39CZ1   TRS GBP P V 00MSONIA IS39D03/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       43068 | OU      | $2545.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flushing Financial Corp                                | Flushing Financial Corp                                                                                            | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2426 | NS      | $37433.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3ABI0   TRS USD R V 00MOBFR IS3ABJ1/OBFR01/-25 BPS / Short: IS3ABI0   TRS USD P E IS3ABI0/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       21340 | OU      | $150.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                         | AutoNation Inc                                                                                                     | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $90640.80     | 0.02%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-13457.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                 | CONTRA WALGREENS BOOTS                                                                                             | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |       35236 | NS      | $18675.08     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |           1 | NC      | $-1170.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      400000 | PA      | $412950.84    | 0.10%             | 2042-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                               | Celulosa Arauco y Constitucion SA                                                                                  | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $204372.00    | 0.05%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $88500.00     | 0.02%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                           | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106383 | PA      | $107388.02    | 0.02%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $17093.28     | 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      | $-760.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38VF1   TRS USD R V 00MSOFR IS38VG2/SOFRRATE/-30 BPS / Short: IS38VF1   TRS USD P E IS38VF1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14342 | OU      | $-1512.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38RT7   TRS USD R V 00MOBFR IS38RU8/OBFR01/-25 BPS / Short: IS38RT7   TRS USD P E IS38RT7/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       12600 | OU      | $-1814.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       68111 | PA      | $68153.41     | 0.02%             | 2045-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39PQ3   TRS USD R V 00MSOFR IS39PR4/SOFRRATE/-30 BPS / Short: IS39PQ3   TRS USD P E IS39PQ3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12556 | OU      | $-3361.69     | -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      | $-41992.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                  | Molson Coors Beverage Co                                                                                           | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      305000 | PA      | $368579.66    | 0.09%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3A083   TRS USD R V 00MSOFR IS3A094/SOFRRATE/-30 BPS / Short: IS3A083   TRS USD P E IS3A083/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        7897 | OU      | $-299.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       29376 | NS      | $1101291.49   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35QG8   IRS NZD R F  4.06000 IS35QG8 CCPVANILLA / Short: SS35QG8   IRS NZD P V 03MNZDBB IS35QH9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      480000 | OU      | $4192.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UP1   TRS USD R V 00MFEDL IS37UQ2/FEDL01/-35 BPS / Short: IS37UP1   TRS USD P E IS37UP1/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       32596 | OU      | $-29275.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS382D6   TRS CAD R E IS382D6/CA4013393042 / Short: IS382D6   TRS CAD P V 00MCORRA IS382E7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        3752 | OU      | $1.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38AV0   TRS GBP R E IS38AV0/GB00BCRX1J15 / Short: IS38AV0   TRS GBP P V 00MSONIA IS38AW1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       18584 | OU      | $58.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        2162 | NS      | $174658.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-26012.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WP0   IRS NZD R F  4.15500 IS32WP0 CCPVANILLA / Short: SS32WP0   IRS NZD P V 03MNZDBB IS32WQ1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      966000 | OU      | $20462.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36ZW0   TRS CAD R E IS36ZW0/CA4013393042 / Short: IS36ZW0   TRS CAD P V 00MCORRA IS36ZX1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       23132 | OU      | $-16.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      176000 | PA      | $156757.92    | 0.04%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                                                                        | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       52000 | PA      | $58268.08     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      137430 | PA      | $137454.14    | 0.03%             | 2045-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      341000 | PA      | $430941.06    | 0.10%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eventbrite Inc                                         | Eventbrite Inc                                                                                                     | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       39046 | NS      | $172583.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37OT3   TRS GBP R E IS37OT3/GB00BCRX1J15 / Short: IS37OT3   TRS GBP P V 00MSONIA IS37OU4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       13334 | OU      | $75.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $291.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38LB7   TRS USD R V 00MOBFR IS38LC8/OBFR01/-25 BPS / Short: IS38LB7   TRS USD P E IS38LB7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       25983 | OU      | $3383.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      274000 | PA      | $283140.64    | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS38ZZ9   TRS USD R V 00MOBFR IS39002/OBFR01/-35 BPS / Short: IS38ZZ9   TRS USD P E IS38ZZ9/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       31902 | OU      | $-13916.48    | -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      | $-346.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                  | Trend Micro Inc/Japan                                                                                              | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |        7700 | NS      | $256219.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-650.84      | -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      | $1050.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      154000 | PA      | $157776.08    | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                | Consolidated Edison Inc                                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        3223 | NS      | $362651.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AIK1   TRS GBP R E IS3AIK1/GB00B1YKG049 / Short: IS3AIK1   TRS GBP P V 00MSONIA IS3AIL2/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       28405 | OU      | $-329.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                   | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      174974 | PA      | $176775.69    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                       | JFE Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |        3900 | NS      | $54900.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38OV8   TRS USD R V 00MOBFR IS38OW9/OBFR01/-25 BPS / Short: IS38OV8   TRS USD P E IS38OV8/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28914 | OU      | $4060.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings Inc                      | Sun Country Airlines Holdings Inc                                                                                  | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |        9091 | NS      | $178910.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380N2   TRS USD R V 00MFEDL IS380O3/FEDL01/-35 BPS / Short: IS380N2   TRS USD P E IS380N2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      100950 | OU      | $-7114.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS380Z4   TRS CAD R E IS380Z4/CA4013393042 / Short: IS380Z4   TRS CAD P V 00MCORRA IS38106/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        4821 | OU      | $4.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                         | MONITRONICS INTERNATIONAL, INC                                                                                     | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39AB3   TRS USD R V 00MSOFR IS39AC4/SOFRRATE/-30 BPS / Short: IS39AB3   TRS USD P E IS39AB3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9248 | OU      | $-1033.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -19 | NC      | $-11504.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39BX2   TRS GBP R E IS39BX2/GB00B1YKG049 / Short: IS39BX2   TRS GBP P V 00MSONIA IS39BY3/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       23192 | OU      | $1367.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       12289 | NS      | $427280.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54919.62     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1178000 | PA      | $1508150.68   | 0.35%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |      334000 | PA      | $384436.84    | 0.09%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37L36   TRS USD R V 00MOBFR IS37L47/OBFR01/-25 BPS / Short: IS37L36   TRS USD P E IS37L36/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8319 | OU      | $-1074.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                        | London Stock Exchange Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |        1473 | NS      | $175498.33    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                        | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        2858 | NS      | $462024.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W26   TRS GBP R E IS35W26/GB00BCRX1J15 / Short: IS35W26   TRS GBP P V 00MSONIA IS35W37/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       13967 | OU      | $92.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                                                         | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      194000 | PA      | $195499.62    | 0.05%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NH4   TRS USD R V 00MOBFR IS37NI5/OBFR01/-25 BPS / Short: IS37NH4   TRS USD P E IS37NH4/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       18547 | OU      | $-2069.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AAA5   TRS CHF R E IS3AAA5/DE000C7PYG26 / Short: IS3AAA5   TRS CHF P F   .00000 IS3AAB6/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |      135487 | OU      | $5297.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AJQ4   TRS USD R V 00MSOFR IS3AJR5/SOFRRATE/-30 BPS / Short: IS3AJQ4   TRS USD P E IS3AJQ4/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8622 | OU      | $-291.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                                                           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      386930 | PA      | $383534.15    | 0.09%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N52   TRS USD R V 00MOBFR IS37N63/OBFR01/-25 BPS / Short: IS37N52   TRS USD P E IS37N52/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20420 | OU      | $-5753.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS38ZH1   TRS USD R V 00MOBFR IS38ZI2/OBFR01/-35 BPS / Short: IS38ZH1   TRS USD P E IS38ZH1/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       22939 | OU      | $-11041.89    | -0.00%            |  |  |  | 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      | $226.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39819   TRS USD R V 00MOBFR IS39820/OBFR01/-25 BPS / Short: IS39819   TRS USD P E IS39819/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       11951 | OU      | $-2654.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $144153.26    | 0.03%             | 2035-01-16      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AGK7   TRS USD R V 00MFEDL IS3AGL8/FEDL01/-35 BPS / Short: IS3AGK7   TRS USD P E IS3AGK7/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       28391 | OU      | $782.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                          | Nomura Research Institute Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |        4800 | NS      | $131693.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         356 | NS      | $179762.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      168000 | PA      | $170676.24    | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39CD9   TRS USD R V 00MFEDL IS39CE0/FEDL01/-35 BPS / Short: IS39CD9   TRS USD P E IS39CD9/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       13137 | OU      | $-2435.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-28539.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS361Q6   TRS USD R V 00MSOFR IS361R7/SOFRRATE/-30 BPS / Short: IS361Q6   TRS USD P E IS361Q6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        6689 | OU      | $727.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                              | Janus Henderson Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       15867 | NS      | $826670.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                            | SNCF Reseau                                                                                                        | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      700000 | PA      | $840626.96    | 0.19%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                                                           | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      414000 | PA      | $426631.14    | 0.10%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AT8   TRS USD R V 00MFEDL IS38AU9/FEDL01/-35 BPS / Short: IS38AT8   TRS USD P E IS38AT8/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       41154 | OU      | $-1330.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38612   TRS CAD R E IS38612/CA4013393042 / Short: IS38612   TRS CAD P V 00MCORRA IS38623/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        1541 | OU      | $1.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39MQ2   TRS USD R V 00MSOFR IS39MR3/SOFRRATE/-30 BPS / Short: IS39MQ2   TRS USD P E IS39MQ2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         194 | OU      | $-40.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38AR6   TRS CAD R E IS38AR6/CA4013393042 / Short: IS38AR6   TRS CAD P V 00MCORRA IS38AS7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         335 | OU      | $0.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39239   TRS USD R V 00MOBFR IS39240/OBFR01/-25 BPS / Short: IS39239   TRS USD P E IS39239/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28390 | OU      | $2218.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38WF8   TRS CAD R E IS38WF8/CA51925D1069 / Short: IS38WF8   TRS CAD P V 00MCORRA IS38WG9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |         440 | OU      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38T79   TRS CAD R E IS38T79/CA51925D1069 / Short: IS38T79   TRS CAD P V 00MCORRA IS38T80/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       22500 | OU      | $-0.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W82   TRS GBP R E IS35W82/GB00BCRX1J15 / Short: IS35W82   TRS GBP P V 00MSONIA IS35W93/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       32339 | OU      | $214.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36K81   IRS SEK R F  2.62100 IS36K81 CCPVANILLA / Short: SS36K81   IRS SEK P V 03MSTIBO IS36K92 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2076000 | OU      | $1556.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A3I4   TRS USD R V 00MOBFR IS3A3J5/OBFR01/-35 BPS / Short: IS3A3I4   TRS USD P E IS3A3I4/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       20779 | OU      | $-626.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |           1 | NC      | $8916.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238191.68    | 0.06%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39G59   TRS USD R V 00MOBFR IS39G60/OBFR01/-25 BPS / Short: IS39G59   TRS USD P E IS39G59/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       18697 | OU      | $-2774.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37P90   TRS CAD R E IS37P90/CA4013393042 / Short: IS37P90   TRS CAD P V 00MCORRA IS37PA1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       10585 | OU      | $-1.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        2651 | NS      | $255132.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-333.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        1844 | NS      | $388037.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38BZ1   TRS USD R V 00MOBFR IS38C03/OBFR01/-25 BPS / Short: IS38BZ1   TRS USD P E IS38BZ1/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       46666 | OU      | $2421.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111098.77    | 0.03%             | 2030-02-26      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1097.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS377A5   TRS CAD R E IS377A5/CA4013393042 / Short: IS377A5   TRS CAD P V 00MCORRA IS377B6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        2145 | OU      | $-4.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $14324.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      509000 | PA      | $538728.91    | 0.12%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust                                                                                | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      153479 | PA      | $154135.99    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39JI3   TRS GBP R E IS39JI3/GB00BCRX1J15 / Short: IS39JI3   TRS GBP P V 00MSONIA IS39JJ4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       40129 | OU      | $-123.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -28 | NC      | $-104495.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38C14   TRS USD R V 00MFEDL IS38C25/FEDL01/-35 BPS / Short: IS38C14   TRS USD P E IS38C14/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       35754 | OU      | $-1922.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36724   TRS USD R V 00MSOFR IS36735/SOFRRATE/-30 BPS / Short: IS36724   TRS USD P E IS36724/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      113409 | OU      | $-19221.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      280760 | PA      | $180162.96    | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | 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      | $-721.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A6E1   TRS USD R V 00MOBFR IS3A6F2/OBFR01/-25 BPS / Short: IS3A6E1   TRS USD P E IS3A6E1/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       15977 | OU      | $2391.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       49000 | PA      | $43087.17     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39S42   TRS USD R V 00MOBFR IS39S53/OBFR01/-35 BPS / Short: IS39S42   TRS USD P E IS39S42/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6892 | OU      | $-455.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $319.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS397B2   TRS USD R V 00MOBFR IS397C3/OBFR01/-25 BPS / Short: IS397B2   TRS USD P E IS397B2/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28571 | OU      | $3275.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        2188 | NS      | $1131655.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco CLO LTD                                        | Invesco US CLO 2025-2 Ltd                                                                                          | CUSIP: 46151RAE0<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $503425.50    | 0.12%             | 2038-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | AT&T Inc                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        1130 | NS      | $31651.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                         | FTSE KLCI FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |           8 | NC      | $-3427.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-6692.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                               | BPCE SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $772877.55    | 0.18%             | 2029-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        6632 | NS      | $2119255.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37MD3   TRS USD R V 00MOBFR IS37ME4/OBFR01/-25 BPS / Short: IS37MD3   TRS USD P E IS37MD3/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       46091 | OU      | $-5251.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39392   TRS USD R V 00MOBFR IS393A3/OBFR01/-25 BPS / Short: IS39392   TRS USD P E IS39392/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20241 | OU      | $1520.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                              | Amgen Inc                                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         172 | NS      | $66763.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                             | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       27000 | NS      | $351611.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS379I7   TRS CAD R E IS379I7/CA4013393042 / Short: IS379I7   TRS CAD P V 00MCORRA IS379J8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        8242 | OU      | $-13.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                   | Fuji Electric Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |        4200 | NS      | $372265.96    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        6669 | NS      | $332316.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      303000 | PA      | $361712.49    | 0.08%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WV6   IRS NZD R F  4.15250 IS32WV6 CCPVANILLA / Short: SS32WV6   IRS NZD P V 03MNZDBB IS32WW7 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1904000 | OU      | $40098.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-13274.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                      | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $141513.55    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                         | Alpek SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      220000 | PA      | $196037.14    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      868000 | PA      | $1153056.69   | 0.27%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2024-B                                                                                      | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      203000 | PA      | $204649.44    | 0.05%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37OH1   TRS USD R V 00MSOFR IS37OI2/SOFRRATE/-30 BPS / Short: IS37OH1   TRS USD P E IS37OH1/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       42729 | OU      | $-8425.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      317000 | PA      | $351822.45    | 0.08%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thailand Futures Exchange                              | SET50 FUTURES MAR26                                                                                                | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |         135 | NC      | $125302.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37Q19   TRS USD R V 00MSOFR IS37Q20/SOFRRATE/-30 BPS / Short: IS37Q19   TRS USD P E IS37Q19/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       17668 | OU      | $514.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-773.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38SX8   TRS USD R V 00MOBFR IS38SY9/OBFR01/-25 BPS / Short: IS38SX8   TRS USD P E IS38SX8/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       29807 | OU      | $3628.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39UE6   TRS USD R V 00MFEDL IS39UF7/FEDL01/-35 BPS / Short: IS39UE6   TRS USD P E IS39UE6/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       91733 | OU      | $-1762.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $46.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        1225 | NS      | $493074.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37Z34   TRS USD R V 00MOBFR IS37Z45/OBFR01/-25 BPS / Short: IS37Z34   TRS USD P E IS37Z34/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       12580 | OU      | $1151.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                    | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $217325.25    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                             | Inpex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |        9300 | NS      | $227038.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelerated Assets                                     | Accelerated 2024-1 LLC                                                                                             | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262483 | PA      | $263939.20    | 0.06%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38XX3   IRS NZD R V 03MNZDBB IS38XY4 CCPVANILLA / Short: BS38XX3   IRS NZD P F  4.12500 IS38XX3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      242000 | OU      | $-2822.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69028 | PA      | $70370.06     | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |       13606 | NS      | $392573.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                       | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      421000 | PA      | $429508.41    | 0.10%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                  | Naturgy Finance Iberia SA                                                                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $238988.08    | 0.06%             | 2030-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS375U1   TRS CAD R E IS375U1/CA4013393042 / Short: IS375U1   TRS CAD P V 00MCORRA IS375V2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       21151 | OU      | $-22.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                            | HOCHTIEF AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |         718 | NS      | $346335.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39MA6   TRS GBP R E IS39MA6/GB00BCRX1J15 / Short: IS39MA6   TRS GBP P V 00MSONIA IS39MB7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       17074 | OU      | $-57.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust Series 2025-CES7                                                                          | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      274541 | PA      | $276013.06    | 0.06%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $367000.27    | 0.08%             | 2033-04-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3515000 | PA      | $3527357.33   | 0.82%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 3YR BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          16 | NC      | $-1557.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CH0   TRS USD R V 00MOBFR IS38CI1/OBFR01/-25 BPS / Short: IS38CH0   TRS USD P E IS38CH0/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6804 | OU      | $-1686.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2024-A LLC                                                                                            | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      146734 | PA      | $147646.86    | 0.03%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         292 | NC      | $-1002783.58  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-74.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group PLC                                   | Autotrader Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |       12502 | NS      | $82812.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36Z64   TRS GBP R E IS36Z64/GB00BCRX1J15 / Short: IS36Z64   TRS GBP P V 00MSONIA IS36Z75/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       18544 | OU      | $151.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A629   TRS KRW R F   .00000 IS3A630/KMH6 / Short: IS3A629   TRS KRW P E IS3A629/KR4A01630008              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |   392891717 | OU      | $-52838.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38R31   TRS USD R V 00MSOFR IS38R42/SOFRRATE/-30 BPS / Short: IS38R31   TRS USD P E IS38R31/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       12604 | OU      | $-1142.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2019-IMC                                                                              | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190078 | PA      | $189127.50    | 0.04%             | 2034-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37NJ6   TRS CAD R E IS37NJ6/CA4013393042 / Short: IS37NJ6   TRS CAD P V 00MCORRA IS37NK7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        7025 | OU      | $4.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38C36   TRS CAD R E IS38C36/CA4013393042 / Short: IS38C36   TRS CAD P V 00MCORRA IS38C47/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        1475 | OU      | $0.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      142000 | PA      | $141911.96    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      234000 | PA      | $239295.42    | 0.06%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                            | Sotheby's Artfi Master Trust                                                                                       | CUSIP: 83589DAA4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      285000 | PA      | $286685.89    | 0.07%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      510000 | PA      | $611613.12    | 0.14%             | 2027-11-23      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                          | Rio Tinto PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |        4206 | NS      | $416687.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-232.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386L2   TRS USD R V 00MFEDL IS386M3/FEDL01/-35 BPS / Short: IS386L2   TRS USD P E IS386L2/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       92716 | OU      | $-7147.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                               | Caisse de Refinancement de l'Habitat SA                                                                            | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238293.30    | 0.06%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39F96   TRS USD R V 00MFEDL IS39FA7/FEDL01/-35 BPS / Short: IS39F96   TRS USD P E IS39F96/US91823B1098     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        2992 | OU      | $737.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal               | CAN 10YR BOND FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          41 | NC      | $12962.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38399   TRS CAD R E IS38399/CA4013393042 / Short: IS38399   TRS CAD P V 00MCORRA IS383A0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         536 | OU      | $0.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | FTSE 100 IDX FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |           1 | NC      | $7363.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37SD5   TRS USD R V 00MOBFR IS37SE6/OBFR01/-25 BPS / Short: IS37SD5   TRS USD P E IS37SD5/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       19917 | OU      | $-2906.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39F30   TRS USD R V 00MFEDL IS39F41/FEDL01/-35 BPS / Short: IS39F30   TRS USD P E IS39F30/US22266M1045     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         851 | OU      | $27.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2593.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-11457.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369K6   TRS USD R V 00MSOFR IS369L7/SOFRRATE/-30 BPS / Short: IS369K6   TRS USD P E IS369K6/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56964 | OU      | $-8184.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                    | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $208716.42    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                              | PG&E Corp                                                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       19653 | NS      | $373407.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38CN6   TRS USD R V 00MSOFR IS38CO7/SOFRRATE/-30 BPS / Short: IS38CN6   TRS USD P E IS38CN6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         805 | OU      | $-125.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        2487 | NS      | $122746.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A6I5   TRS USD R V 00MFEDL IS3A6J6/FEDL01/-35 BPS / Short: IS3A6I5   TRS USD P E IS3A6I5/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        3040 | OU      | $173.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36UE7   TRS CAD R E IS36UE7/CA4013393042 / Short: IS36UE7   TRS CAD P V 00MCORRA IS36UF8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       54644 | OU      | $-114.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NP2   TRS USD R V 00MOBFR IS37NQ3/OBFR01/-25 BPS / Short: IS37NP2   TRS USD P E IS37NP2/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        3466 | OU      | $-768.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362G3   TRS USD R V 00MSOFR IS362H4/SOFRRATE/-30 BPS / Short: IS362G3   TRS USD P E IS362G3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15018 | OU      | $1953.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38HB9   TRS USD R V 00MOBFR IS38HC0/OBFR01/-25 BPS / Short: IS38HB9   TRS USD P E IS38HB9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       15324 | OU      | $1592.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                   | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15339000000 | PA      | $918937.21    | 0.21%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39013   TRS USD R V 00MOBFR IS39024/OBFR01/-25 BPS / Short: IS39013   TRS USD P E IS39013/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33087 | OU      | $3095.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MCC5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      271000 | PA      | $219989.77    | 0.05%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SGD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1401.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1822.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      666600 | PA      | $398710.13    | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T69   TRS USD R V 00MSOFR IS35T70/SOFRRATE/-30 BPS / Short: IS35T69   TRS USD P E IS35T69/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      205299 | OU      | $-35521.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38NZ5   TRS USD R V 00MSOFR IS38O07/SOFRRATE/-30 BPS / Short: IS38NZ5   TRS USD P E IS38NZ5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       23703 | OU      | $-3328.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $88000.00     | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SunOpta Inc                                            | SunOpta Inc                                                                                                        | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |       82982 | NS      | $537723.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                             | FedEx Corp                                                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        1026 | NS      | $397062.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        3764 | NS      | $366726.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1184.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      307000 | PA      | $312756.25    | 0.07%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                      | Iberdrola International BV                                                                                         | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111246.47    | 0.03%             | 2029-08-09      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38U98   TRS USD R V 00MFEDL IS38UA9/FEDL01/-35 BPS / Short: IS38U98   TRS USD P E IS38U98/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       61052 | OU      | $-987.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                                        | TXNM Energy Inc                                                                                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       14147 | NS      | $834955.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36IY3   TRS USD R V 00MSOFR IS36IZ4/SOFRRATE/-30 BPS / Short: IS36IY3   TRS USD P E IS36IY3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         262 | OU      | $32.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-71.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39RW3   TRS GBP R E IS39RW3/GB00B1YKG049 / Short: IS39RW3   TRS GBP P V 00MSONIA IS39RX4/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       19360 | OU      | $1286.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE CHINA A50 MAR26                                                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         -99 | NC      | $31775.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $45.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                     | Cenovus Energy Inc                                                                                                 | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      109000 | PA      | $110928.21    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39EV1   TRS USD R V 00MOBFR IS39EW2/OBFR01/-35 BPS / Short: IS39EV1   TRS USD P E IS39EV1/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1426 | OU      | $201.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39BJ8   TRS USD R V 00MFEDL IS39BK9/FEDL01/-35 BPS / Short: IS39BJ8   TRS USD P E IS39BJ8/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       55425 | OU      | $-8175.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38J79   IRS NZD R V 03MNZDBB IS38J80 CCPVANILLA / Short: BS38J79   IRS NZD P F  4.10270 IS38J79 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      459000 | OU      | $-5002.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |       24220 | PA      | $0.00         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      100679 | PA      | $53441.45     | 0.01%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                 | Heritage Commerce Corp                                                                                             | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        1543 | NS      | $19179.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38VB7   TRS USD R V 00MOBFR IS38VC8/OBFR01/-25 BPS / Short: IS38VB7   TRS USD P E IS38VB7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10873 | OU      | $1447.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       91098 | NS      | $1741793.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS384P2   TRS USD R V 00MSOFR IS384Q3/SOFRRATE/-30 BPS / Short: IS384P2   TRS USD P E IS384P2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1009 | OU      | $-153.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37K39   TRS USD R V 00MOBFR IS37K40/OBFR01/-25 BPS / Short: IS37K39   TRS USD P E IS37K39/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       66892 | OU      | $-8916.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85994.84     | 0.02%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39PM9   TRS USD R V 00MFEDL IS39PN0/FEDL01/-35 BPS / Short: IS39PM9   TRS USD P E IS39PM9/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         441 | OU      | $-68.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |           1 | NC      | $37909.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      725000 | PA      | $909832.98    | 0.21%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                 | ESC SOUTHEASTERN GROCE                                                                                             | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8714 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | MSCI SING IX ETS MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -106 | NC      | $48074.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAC1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500152.50    | 0.12%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       15557 | NS      | $191744.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS3A7Y8   IRS NZD R F  4.11570 IS3A7Y8 CCPVANILLA / Short: SS3A7Y8   IRS NZD P V 03MNZDBB IS3A7Z9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      295000 | OU      | $2755.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39UQ8   TRS USD R V 00MOBFR IS39UR9/OBFR01/-25 BPS / Short: IS39UQ8   TRS USD P E IS39UQ8/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8532 | OU      | $-154.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $13782.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40 MAR26                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |          44 | NC      | $304676.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38R97   TRS USD R V 00MOBFR IS38RA8/OBFR01/-25 BPS / Short: IS38R97   TRS USD P E IS38R97/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       11597 | OU      | $-1908.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BK CANADA TORONTO                                | Royal Bank of Canada/Toronto                                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $125204.58    | 0.03%             | 2031-09-09      | Fixed         | 4.74%                 | 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      | $-398.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36F20   TRS USD R V 00MSOFR IS36F31/SOFRRATE/-30 BPS / Short: IS36F20   TRS USD P E IS36F20/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3359 | OU      | $368.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38UZ4   TRS USD R V 00MFEDL IS38V06/FEDL01/-35 BPS / Short: IS38UZ4   TRS USD P E IS38UZ4/US0304201033     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       69147 | OU      | $-706.52      | -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      | $-1912.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          46 | NC      | $43744.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AH82   TRS GBP R E IS3AH82/GB00BCRX1J15 / Short: IS3AH82   TRS GBP P V 00MSONIA IS3AH93/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       35970 | OU      | $-162.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $26531.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                             | NIDEC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       13200 | NS      | $207586.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A7M6   TRS GBP R E IS3A7M6/GB00BP9LHF23 / Short: IS3A7M6   TRS GBP P V 00MSONIA IS3A7N7/SONIO/N/+30 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |      158160 | OU      | $295.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38XB1   TRS USD R V 00MOBFR IS38XC2/OBFR01/-25 BPS / Short: IS38XB1   TRS USD P E IS38XB1/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10665 | OU      | $-1635.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       96000 | PA      | $98681.28     | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      101493 | PA      | $101588.10    | 0.02%             | 2045-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37WJ9   TRS CAD R E IS37WJ9/CA4013393042 / Short: IS37WJ9   TRS CAD P V 00MCORRA IS37WK0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        1071 | OU      | $0.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39WA6   TRS USD R V 00MSOFR IS39WB7/SOFRRATE/-30 BPS / Short: IS39WA6   TRS USD P E IS39WA6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1585 | OU      | $-53.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36UC5   TRS USD R V 00MOBFR IS36UD6/OBFR01/-25 BPS / Short: IS36UC5   TRS USD P E IS36UC5/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10852 | OU      | $2708.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                 | Orbia Advance Corp SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $165880.00    | 0.04%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Long: IS3AKC7   TRS GBP R E IS3AKC7/GB00B1YKG049 / Short: IS3AKC7   TRS GBP P V 00MSONIA IS3AKD8/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       13180 | OU      | $-152.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                                                            | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      218000 | PA      | $218780.44    | 0.05%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |           1 | NC      | $-4254.55     | -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      | $-1099.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      315000 | PA      | $435436.88    | 0.10%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39KM4   TRS GBP R E IS39KM4/GB00B1YKG049 / Short: IS39KM4   TRS GBP P V 00MSONIA IS39KN5/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       18823 | OU      | $1172.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                         | Mitsubishi Chemical Group Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |       47300 | NS      | $351000.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                | Essential Utilities Inc                                                                                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        5379 | NS      | $214998.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        1799 | NS      | $351169.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        2335 | NS      | $252203.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                                                           | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      262000 | PA      | $209113.39    | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                               | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      206000 | PA      | $208154.76    | 0.05%             | 2032-01-15      | Fixed         | 4.49%                 | 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      | $-383.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       61480 | PA      | $61546.31     | 0.01%             | 2045-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                             | Sysco Corp                                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        4070 | NS      | $371021.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36YS9   TRS USD R V 00MOBFR IS36YT0/OBFR01/-25 BPS / Short: IS36YS9   TRS USD P E IS36YS9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6153 | OU      | $1474.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38MN6   TRS USD R V 00MFEDL IS38MO7/FEDL01/-35 BPS / Short: IS38MN6   TRS USD P E IS38MN6/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       13350 | OU      | $-9081.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                             | Trust 2401                                                                                                         | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |      200000 | PA      | $198005.00    | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38N55   TRS CAD R E IS38N55/CA51925D1069 / Short: IS38N55   TRS CAD P V 00MCORRA IS38N66/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       23520 | OU      | $33.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37NN0   TRS USD R V 00MOBFR IS37NO1/OBFR01/-25 BPS / Short: IS37NN0   TRS USD P E IS37NN0/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5941 | OU      | $1318.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |       55463 | PA      | $55462.66     | 0.01%             | 2045-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-6388.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39CT5   TRS USD R V 00MOBFR IS39CU6/OBFR01/-25 BPS / Short: IS39CT5   TRS USD P E IS39CT5/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        7429 | OU      | $-1550.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM2 Trust                                                                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106076 | PA      | $107305.37    | 0.02%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5275.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38O30   TRS CAD R E IS38O30/CA51925D1069 / Short: IS38O30   TRS CAD P V 00MCORRA IS38O41/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       18629 | OU      | $48.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37OB5   TRS CAD R E IS37OB5/CA4013393042 / Short: IS37OB5   TRS CAD P V 00MCORRA IS37OC6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        8162 | OU      | $6.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39AH9   TRS USD R V 00MOBFR IS39AI0/OBFR01/-25 BPS / Short: IS39AH9   TRS USD P E IS39AH9/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        7369 | OU      | $-1457.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       11900 | NS      | $449053.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37HD8   TRS CAD R E IS37HD8/CA4013393042 / Short: IS37HD8   TRS CAD P V 00MCORRA IS37HE9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       12209 | OU      | $25.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37O93   TRS USD R V 00MOBFR IS37OA4/OBFR01/-25 BPS / Short: IS37O93   TRS USD P E IS37O93/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       65240 | OU      | $-7173.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-3360.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -21 | NC      | $-29482.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |           1 | NC      | $-7440.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      227000 | PA      | $267284.45    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        4864 | NS      | $414156.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $328.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39DT2   TRS USD R V 00MFEDL IS39DU3/FEDL01/-35 BPS / Short: IS39DT2   TRS USD P E IS39DT2/US22266M1045     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |          72 | OU      | $1.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                             | Apidos CLO XXXII                                                                                                   | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      378703 | PA      | $379419.71    | 0.09%             | 2033-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                               | Credit Agricole Home Loan SFH SA                                                                                   | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $810834.09    | 0.19%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-72.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        1165 | NS      | $414495.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                            | Arcellx Inc                                                                                                        | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8192 | NS      | $932167.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GDI Integrated Facility Services Inc                   | GDI Integrated Facility Services Inc                                                                               | CUSIP: 361569205<br>LEI: 549300OQ1BQ4IS3Q8Y59 | Long             | EC               | CORP              | CA        |        5032 | NS      | $134833.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238874.64    | 0.06%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         708 | NS      | $350927.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Allfunds Group Plc                                     | Allfunds Group Plc                                                                                                 | CUSIP: 000000000<br>LEI: 9598005U8TZQ8Q64SC71 | Long             | EC               | CORP              | GB        |       68928 | NS      | $685883.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $3885.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |           1 | NC      | $6547.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                            | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |       43504 | PA      | $43593.08     | 0.01%             | 2045-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $200100.00    | 0.05%             | 2028-03-24      | Fixed         | 4.17%                 | 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      | $-591.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39GD7   TRS USD R V 00MOBFR IS39GE8/OBFR01/-35 BPS / Short: IS39GD7   TRS USD P E IS39GD7/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       68807 | OU      | $-9114.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38X33   TRS USD R V 00MFEDL IS38X44/FEDL01/-35 BPS / Short: IS38X33   TRS USD P E IS38X33/US22266M1045     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       86652 | OU      | $18040.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-2200.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veeco Instruments Inc                                  | Veeco Instruments Inc                                                                                              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |        1719 | NS      | $52532.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-11533.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                                 | F5 Inc                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        1282 | NS      | $347883.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39SS6   TRS GBP R E IS39SS6/GB00B1YKG049 / Short: IS39SS6   TRS GBP P V 00MSONIA IS39ST7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       46080 | OU      | $3462.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $226685.00    | 0.05%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $187.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                            | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |      400000 | PA      | $401752.00    | 0.09%             | 2041-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        1433 | NS      | $928841.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39LS7   TRS USD R V 00MOBFR IS39LT8/OBFR01/-35 BPS / Short: IS39LS7   TRS USD P E IS39LS7/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       23792 | OU      | $-1787.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                        | Ross Stores Inc                                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1921 | NS      | $395034.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $2625.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1883 | NS      | $213306.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                          | BHP Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |        2077 | NS      | $84274.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Long: IS37LP8   TRS CAD R E IS37LP8/CA4013393042 / Short: IS37LP8   TRS CAD P V 00MCORRA IS37LQ9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       10152 | OU      | $17.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      320000 | PA      | $228632.10    | 0.05%             | 2034-08-23      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      223000 | PA      | $278210.49    | 0.06%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       14609 | NS      | $360366.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                           | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        5549 | NS      | $208859.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38HF3   TRS USD R V 00MOBFR IS38HG4/OBFR01/-25 BPS / Short: IS38HF3   TRS USD P E IS38HF3/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       26701 | OU      | $-5451.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37EI2   TRS USD R V 00MOBFR IS37EJ3/OBFR01/-25 BPS / Short: IS37EI2   TRS USD P E IS37EI2/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       12003 | OU      | $2684.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                               | RTX Corp                                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |         447 | NS      | $90571.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1919111 | PA      | $1759686.23   | 0.41%             | 2055-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A6G3   TRS USD R V 00MOBFR IS3A6H4/OBFR01/-25 BPS / Short: IS3A6G3   TRS USD P E IS3A6G3/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       13131 | OU      | $15.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3A6A7   TRS USD R V 00MOBFR IS3A6B8/OBFR01/-25 BPS / Short: IS3A6A7   TRS USD P E IS3A6A7/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       48005 | OU      | $-313.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XU1   TRS GBP R E IS35XU1/GB00BCRX1J15 / Short: IS35XU1   TRS GBP P V 00MSONIA IS35XV2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        6940 | OU      | $61.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      635600 | PA      | $606451.78    | 0.14%             | 2028-05-31      | Fixed         | 1.25%                 | 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      | $186.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-23341.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core International Aggregate Bond ETF          | iShares Core International Aggregate Bond ETF                                                                      | CUSIP: 46435G672<br>LEI: 549300FPQU8XYG8LAX15 | Long             | EC               | RF                | US        |      585171 | NS      | $29761797.06  | 6.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AH48   TRS GBP R E IS3AH48/GB00B1YKG049 / Short: IS3AH48   TRS GBP P V 00MSONIA IS3AH59/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |        9170 | OU      | $697.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39H56   TRS USD R V 00MOBFR IS39H67/OBFR01/-35 BPS / Short: IS39H56   TRS USD P E IS39H56/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6241 | OU      | $-845.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38P15   TRS CAD R E IS38P15/CA51925D1069 / Short: IS38P15   TRS CAD P V 00MCORRA IS38P26/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        2547 | OU      | $7.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39EP5   TRS USD R V 00MOBFR IS39EQ6/OBFR01/-35 BPS / Short: IS39EP5   TRS USD P E IS39EP5/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       62556 | OU      | $-11713.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                                            | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      235000 | PA      | $236988.10    | 0.05%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-5                                                                                  | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      115233 | PA      | $116375.17    | 0.03%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $2674.95      | 0.00%             |  |  |  | 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      | $-1497.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38W92   TRS USD R V 00MFEDL IS38WA3/FEDL01/-35 BPS / Short: IS38W92   TRS USD P E IS38W92/US0304201033     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1194 | OU      | $-22.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $984.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |        4666 | NS      | $562023.96    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38GP6   TRS USD R V 00MOBFR IS38GQ7/OBFR01/-25 BPS / Short: IS38GP6   TRS USD P E IS38GP6/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       35298 | OU      | $3426.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368M1   TRS USD R V 00MSOFR IS368N2/SOFRRATE/-30 BPS / Short: IS368M1   TRS USD P E IS368M1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       26762 | OU      | $3826.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          23 | NC      | $48388.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5713.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                               | Fox Corp                                                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        6662 | NS      | $344625.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AHQ0   TRS USD R V 00MSOFR IS3AHR1/SOFRRATE/-30 BPS / Short: IS3AHQ0   TRS USD P E IS3AHQ0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13657 | OU      | $-179.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36C85   TRS USD R V 00MSOFR IS36C96/SOFRRATE/-30 BPS / Short: IS36C85   TRS USD P E IS36C85/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        8998 | OU      | $1185.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39MK6   TRS USD R V 00MOBFR IS39ML7/OBFR01/-35 BPS / Short: IS39MK6   TRS USD P E IS39MK6/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      177736 | OU      | $27914.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAPT Therapeutics Inc                                  | RAPT Therapeutics Inc                                                                                              | CUSIP: 75382E208<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       16896 | NS      | $979630.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8564.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-7357.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38QT0   TRS USD R V 00MOBFR IS38QU1/OBFR01/-25 BPS / Short: IS38QT0   TRS USD P E IS38QT0/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28944 | OU      | $4088.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMrush Holdings Inc                                   | SEMrush Holdings Inc                                                                                               | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       44618 | NS      | $527384.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A25   TRS USD R V 00MSOFR IS36A36/SOFRRATE/-30 BPS / Short: IS36A25   TRS USD P E IS36A25/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        3847 | OU      | $635.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5821.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $72159.89     | 0.02%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1113.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39CP1   TRS USD R V 00MFEDL IS39CQ2/FEDL01/-35 BPS / Short: IS39CP1   TRS USD P E IS39CP1/US91823B1098     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       18219 | OU      | $3338.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37909   TRS CAD R E IS37909/CA4013393042 / Short: IS37909   TRS CAD P V 00MCORRA IS37910/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       14341 | OU      | $-24.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37E26   TRS USD R V 00MSOFR IS37E37/SOFRRATE/-30 BPS / Short: IS37E26   TRS USD P E IS37E26/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         260 | OU      | $29.41        | 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      | $177.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        1670 | NS      | $382814.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        1009 | NS      | $375489.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T25   TRS USD R V 00MSOFR IS35T36/SOFRRATE/-30 BPS / Short: IS35T25   TRS USD P E IS35T25/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       45154 | OU      | $-6841.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-18221.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-5 Mortgage Loan Trust                                                                                    | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |       91967 | PA      | $92967.17     | 0.02%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39734   TRS USD R V 00MFEDL IS39745/FEDL01/-35 BPS / Short: IS39734   TRS USD P E IS39734/US1266001056     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       19126 | OU      | $-47.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39DH0   TRS USD R V 00MOBFR IS39DI1/OBFR01/-25 BPS / Short: IS39DH0   TRS USD P E IS39DH0/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       32555 | OU      | $-6105.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37F23   TRS USD R V 00MOBFR IS37F34/OBFR01/-25 BPS / Short: IS37F23   TRS USD P E IS37F23/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       12256 | OU      | $2940.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38QX4   TRS USD R V 00MSOFR IS38QY5/SOFRRATE/-30 BPS / Short: IS38QX4   TRS USD P E IS38QX4/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       14999 | OU      | $-1545.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A2C1   TRS USD R V 00MOBFR IS3A2D2/OBFR01/-35 BPS / Short: IS3A2C1   TRS USD P E IS3A2C1/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       42307 | OU      | $-3736.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFH Mortgage Trust                                     | GFH 2025-IND Mortgage Trust                                                                                        | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171714.38    | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                            | Euronext NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |        1750 | NS      | $289129.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                      | Nexa Resources SA                                                                                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $216500.00    | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs & Co. LLC                                | Long: IS39994   TRS USD R V 00MSOFR IS399A5/SOFRRATE/-30 BPS / Short: IS39994   TRS USD P E IS39994/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1682 | OU      | $-186.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-6                                                                                    | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |      135072 | PA      | $136503.02    | 0.03%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $2833.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                      | Kinross Gold Corp                                                                                                  | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |        2195 | NS      | $81134.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38ML4   TRS CAD R E IS38ML4/CA51925D1069 / Short: IS38ML4   TRS CAD P V 00MCORRA IS38MM5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       45082 | OU      | $69.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      304000 | PA      | $289143.52    | 0.07%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37222   TRS CAD R E IS37222/CA4013393042 / Short: IS37222   TRS CAD P V 00MCORRA IS37233/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       24483 | OU      | $-21.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      198000 | PA      | $205284.42    | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4494.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35YE2   TRS USD R V 00MSOFR IS35YF3/SOFRRATE/-30 BPS / Short: IS35YE2   TRS USD P E IS35YE2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13454 | OU      | $1537.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LV Trust                                               | Fashion Show Mall LLC                                                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $306878.85    | 0.07%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |      858510 | NS      | $858510.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      233000 | PA      | $217305.12    | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                              | Aegon Ltd                                                                                                          | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |       44195 | NS      | $336339.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39Q48   TRS EUR R V 00MESTR IS39Q59/ESTR3MA/-35 BPS / Short: IS39Q48   TRS EUR P E IS39Q48/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       12008 | OU      | $-1325.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                    | VICI Properties Inc                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       12191 | NS      | $368290.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $11569.44     | 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      | $28837.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                 | Palo Alto Networks Inc                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |           0 | NS      | $47.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368W1   TRS GBP R E IS368W1/GB00BCRX1J15 / Short: IS368W1   TRS GBP P V 00MSONIA IS368X2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       81094 | OU      | $399.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |       33470 | NS      | $347411.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $212669.12    | 0.05%             | 2032-09-21      | Fixed         | 1.62%                 | 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      | $-1236.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                   | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2075690 | PA      | $2508506.60   | 0.58%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                     | ENEOS Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |       37300 | NS      | $355866.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-11.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UR3   TRS USD R V 00MFEDL IS37US4/FEDL01/-35 BPS / Short: IS37UR3   TRS USD P E IS37UR3/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1571 | OU      | $-1452.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38KJ8   TRS CAD R E IS38KJ8/CA51925D1069 / Short: IS38KJ8   TRS CAD P V 00MCORRA IS38KK9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      152927 | OU      | $177.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37987   TRS USD R V 00MOBFR IS37998/OBFR01/-25 BPS / Short: IS37987   TRS USD P E IS37987/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        3210 | OU      | $787.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                               | John Deere Financial Ltd                                                                                           | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |      320000 | PA      | $228449.92    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                    | TE Connectivity PLC                                                                                                | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        1600 | NS      | $368240.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35U88   TRS GBP R E IS35U88/GB00BCRX1J15 / Short: IS35U88   TRS GBP P V 00MSONIA IS35U99/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       32565 | OU      | $-67.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS375A1   TRS USD R V 00MOBFR IS375B2/OBFR01/-25 BPS / Short: IS375A1   TRS USD P E IS375A1/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5934 | OU      | $1449.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39VO3   TRS USD R V 00MFEDL IS39VP4/FEDL01/-35 BPS / Short: IS39VO3   TRS USD P E IS39VO3/US22266M1045     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |           6 | OU      | $-0.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-6161.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |        1410 | NS      | $234040.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                             | iShares Core MSCI EAFE ETF                                                                                         | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      356646 | NS      | $35065434.72  | 8.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                               | Dext ABS 2025-2 LLC                                                                                                | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $140735.83    | 0.03%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2488.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A522   TRS USD R V 00MOBFR IS3A533/OBFR01/-35 BPS / Short: IS3A522   TRS USD P E IS3A522/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        8227 | OU      | $-1160.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      231000 | PA      | $219849.63    | 0.05%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |           1 | NC      | $-3838.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventyx Biosciences Inc                                 | Ventyx Biosciences Inc                                                                                             | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27291 | NS      | $381255.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO XXXV Ltd                                                                                              | CUSIP: 89643NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250046.00    | 0.06%             | 2039-01-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7479300 | PA      | $4861545.00   | 1.12%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: IS38TN5   TRS USD R E IS38TN5 COMMODITYTRS / Short: IS38TN5   TRS USD P F   .09000 IS38TO6 COMMODITYTRS      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |     4407314 | OU      | $482590.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198912.00    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39M84   TRS EUR R V 00MESTR IS39M95/ESTR3MA/-35 BPS / Short: IS39M84   TRS EUR P E IS39M84/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |       17883 | OU      | $-1726.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        1728 | NS      | $290580.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |           1 | NC      | $2458.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2597396 | PA      | $3527545.70   | 0.82%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |           1 | NC      | $-39444.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS363E8   TRS USD R V 00MSOFR IS363F9/SOFRRATE/-30 BPS / Short: IS363E8   TRS USD P E IS363E8/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1065 | OU      | $147.80       | 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      | $337.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $178553.00    | 0.04%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                                                       | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      171000 | PA      | $141111.07    | 0.03%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1323000 | PA      | $956074.22    | 0.22%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                               | Digital Intrepid Holding BV                                                                                        | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              |  | NL        |      100000 | PA      | $103709.04    | 0.02%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AJS6   TRS USD R V 00MOBFR IS3AJT7/OBFR01/-35 BPS / Short: IS3AJS6   TRS USD P E IS3AJS6/US1251411013     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        1037 | OU      | $70.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AGO1   TRS USD R V 00MOBFR IS3AGP2/OBFR01/-35 BPS / Short: IS3AGO1   TRS USD P E IS3AGO1/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7023 | OU      | $2.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR MAR26                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          19 | NC      | $99991.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $12469.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                 | iShares Core MSCI Emerging Markets ETF                                                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |      374070 | NS      | $28713613.20  | 6.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $151246.50    | 0.03%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: —       |
| UBS Switzerland AG                                     | Long: IS37589   TRS USD R V 00MOBFR IS37590/OBFR01/-25 BPS / Short: IS37589   TRS USD P E IS37589/US0545402085     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       50468 | OU      | $5874.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37KZ1   TRS USD R V 00MSOFR IS37L03/SOFRRATE/-30 BPS / Short: IS37KZ1   TRS USD P E IS37KZ1/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       47231 | OU      | $-7278.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39SC0   TRS USD R V 00MSOFR IS39SD1/SOFRRATE/-30 BPS / Short: IS39SC0   TRS USD P E IS39SC0/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15003 | OU      | $-1850.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                            | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      105329 | PA      | $105395.32    | 0.02%             | 2042-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                   | Woolworths Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $290939.63    | 0.07%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $2666.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold Inc                                           | New Gold Inc                                                                                                       | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |       84254 | NS      | $1130688.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        1760 | NS      | $201551.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                      | Clearwater Analytics Holdings Inc                                                                                  | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46488 | NS      | $1087354.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC Inc                                                | AGC Inc                                                                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |        8300 | NS      | $368113.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35ZO9   TRS USD R V 00MSOFR IS35ZP0/SOFRRATE/-30 BPS / Short: IS35ZO9   TRS USD P E IS35ZO9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        9577 | OU      | $1094.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38X99   TRS USD R V 00MFEDL IS38XA0/FEDL01/-35 BPS / Short: IS38X99   TRS USD P E IS38X99/US22266M1045     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       10500 | OU      | $2294.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36OS9   TRS USD R V 00MOBFR IS36OT0/OBFR01/-25 BPS / Short: IS36OS9   TRS USD P E IS36OS9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       51748 | OU      | $14505.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                       | CPUK Finance Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $274702.44    | 0.06%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $8044.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                       | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        3376 | NS      | $402081.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |         750 | NS      | $124882.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                      | Sysco Corp                                                                                                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      197000 | PA      | $197711.17    | 0.05%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39110   TRS USD R V 00MOBFR IS39121/OBFR01/-35 BPS / Short: IS39110   TRS USD P E IS39110/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       13720 | OU      | $-5586.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $177240.01    | 0.04%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                        | Ulta Beauty Inc                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         300 | NS      | $205437.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $211730.00    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                           | Juniper Valley Park CLO Ltd                                                                                        | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250167.00    | 0.06%             | 2036-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2024-A                                                                                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113182 | PA      | $114283.41    | 0.03%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37N96   TRS USD R V 00MOBFR IS37NA7/OBFR01/-25 BPS / Short: IS37N96   TRS USD P E IS37N96/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       46501 | OU      | $-4774.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                       | Oversea-Chinese Banking Corp Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |       35100 | NS      | $594003.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199990.00    | 0.05%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          -9 | NC      | $25452.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: SS3AEO7   IRS NZD R F  4.01570 IS3AEO7 CCPVANILLA / Short: SS3AEO7   IRS NZD P V 03MNZDBB IS3AEP8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      218000 | OU      | $889.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3ADI4   TRS GBP R E IS3ADI4/GB00BP9LHF23 / Short: IS3ADI4   TRS GBP P V 00MSONIA IS3ADJ5/SONIO/N/+30 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | GB        |       38531 | OU      | $-27.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39WM8   TRS EUR R V 00MESTR IS39WN9/ESTR3MA/-35 BPS / Short: IS39WM8   TRS EUR P E IS39WM8/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        9511 | OU      | $-1013.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38P59   TRS USD R V 00MSOFR IS38P60/SOFRRATE/-30 BPS / Short: IS38P59   TRS USD P E IS38P59/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       16387 | OU      | $-2256.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARTSONIG EQUITY                                        | ARTSONIG EQUITY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51133 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38M92   TRS CAD R E IS38M92/CA51925D1069 / Short: IS38M92   TRS CAD P V 00MCORRA IS38MA3/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        5862 | OU      | $6.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-237132.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Gold Corp                                       | Allied Gold Corp                                                                                                   | CUSIP: 01921D204<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |       43200 | NS      | $1367527.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |           1 | NC      | $36692.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |        2230 | NS      | $182899.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38K54   TRS USD R V 00MFEDL IS38K65/FEDL01/-35 BPS / Short: IS38K54   TRS USD P E IS38K54/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       50572 | OU      | $-1613.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $3067.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38TB3   TRS USD R V 00MOBFR IS38TC4/OBFR01/-25 BPS / Short: IS38TB3   TRS USD P E IS38TB3/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       18093 | OU      | $2486.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDCON TRANCHE D                                        | EDCON TRANCHE D                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ZA        |        1648 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         121 | NS      | $454425.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ILS                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3247.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      202000 | PA      | $205951.12    | 0.05%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      247500 | PA      | $249633.45    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39UM4   TRS USD R V 00MFEDL IS39UN5/FEDL01/-35 BPS / Short: IS39UM4   TRS USD P E IS39UM4/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         287 | OU      | $-18.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      302000 | PA      | $363177.20    | 0.08%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                 | Webster Financial Corp                                                                                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       20195 | NS      | $1456665.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221735 | PA      | $222847.44    | 0.05%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $124.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                                                                                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120414.00    | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |       31937 | NS      | $175300.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-7736.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38CT2   TRS USD R V 00MOBFR IS38CU3/OBFR01/-25 BPS / Short: IS38CT2   TRS USD P E IS38CT2/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8640 | OU      | $-2124.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38K98   TRS USD R V 00MOBFR IS38KA9/OBFR01/-25 BPS / Short: IS38K98   TRS USD P E IS38K98/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       55209 | OU      | $6948.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                               | Ameriprise Financial Inc                                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         801 | NS      | $376566.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                            | Masimo Corp                                                                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        7640 | NS      | $1339674.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                               | Silicon Laboratories Inc                                                                                           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        3261 | NS      | $666972.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co Ltd                                           | Hulic Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |       25700 | NS      | $340584.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36683   IRS SEK R F  2.65200 IS36683 CCPVANILLA / Short: SS36683   IRS SEK P V 03MSTIBO IS36694 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3990000 | OU      | $6695.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |           1 | NC      | $-1098.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1675000 | PA      | $1477752.34   | 0.34%             | 2055-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37O71   TRS USD R V 00MOBFR IS37O82/OBFR01/-25 BPS / Short: IS37O71   TRS USD P E IS37O71/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       40455 | OU      | $-4642.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                                                      | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      293000 | PA      | $358329.61    | 0.08%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                       | Sekisui House US Inc                                                                                               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      197000 | PA      | $187849.35    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A685   TRS BRL R F   .00000 IS3A696/BZJ6 / Short: IS3A685   TRS BRL P E IS3A685/BRBMEFIBV3V3              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     3658373 | OU      | $-6582.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | FTSE 100 IDX FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -61 | NC      | $-404363.81   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $4820.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         315 | NS      | $480233.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      536100 | PA      | $511033.14    | 0.12%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                           | Glencore PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |       54944 | NS      | $397004.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                   | Booking Holdings Inc                                                                                               | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      179000 | PA      | $209634.59    | 0.05%             | 2035-11-07      | Fixed         | 3.62%                 | 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      | $-1115.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                       | Japan Government Five Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   682400000 | PA      | $4275831.49   | 0.99%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM10 Trust                                                                                               | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |      225435 | PA      | $227740.29    | 0.05%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                       | Hartford Insurance Group Inc/The                                                                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |         857 | NS      | $120691.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                            | Stantec Inc                                                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |        4169 | NS      | $386015.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                 | Digital Dutch Finco BV                                                                                             | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      100000 | PA      | $103098.16    | 0.02%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM7                                                                          | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |      132973 | PA      | $134336.28    | 0.03%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39J83   TRS USD R V 00MOBFR IS39J94/OBFR01/-25 BPS / Short: IS39J83   TRS USD P E IS39J83/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       20474 | OU      | $-1295.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      209000 | PA      | $212358.63    | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        5440 | NS      | $1091100.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        1130 | NS      | $1115728.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                         | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-7668.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE TAIWAN INDEX MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         -12 | NC      | $-25847.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                  | Idemitsu Kosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       37100 | NS      | $354726.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ECN Capital Corp                                       | ECN Capital Corp                                                                                                   | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |      161629 | NS      | $362585.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A47   TRS USD R V 00MSOFR IS36A58/SOFRRATE/-30 BPS / Short: IS36A47   TRS USD P E IS36A47/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      111724 | OU      | $-18893.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                                                                  | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      191000 | PA      | $193259.53    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-12587.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |           1 | NC      | $4324.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                           | Tapestry Inc                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        2343 | NS      | $364266.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $4635.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                       | General Motors Financial of Canada Ltd                                                                             | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $214100.91    | 0.05%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Money Express Inc                        | International Money Express Inc                                                                                    | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       39066 | NS      | $616461.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A3Y0   TRS USD R V 00MFEDL IS3A3Z1/FEDL01/-35 BPS / Short: IS3A3Y0   TRS USD P E IS3A3Y0/US6752341080     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        6982 | OU      | $474.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                           | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        3171 | NS      | $337077.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forge Global Holdings Inc                              | Forge Global Holdings Inc                                                                                          | CUSIP: 34629L202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14261 | NS      | $641745.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37MJ9   TRS CAD R E IS37MJ9/CA4013393042 / Short: IS37MJ9   TRS CAD P V 00MCORRA IS37MK0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        4548 | OU      | $3.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      318000 | PA      | $411790.67    | 0.10%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      166000 | PA      | $167570.36    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1521359 | PA      | $1502943.10   | 0.35%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69782.28     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1398000 | PA      | $1157773.41   | 0.27%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                             | Twilio Inc                                                                                                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2980 | NS      | $360460.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1742000 | PA      | $1773029.38   | 0.41%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      830428 | PA      | $899860.11    | 0.21%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-146.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       16157 | NS      | $4268356.26   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2570.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      284000 | PA      | $208133.93    | 0.05%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS386N4   TRS USD R V 00MSOFR IS386O5/SOFRRATE/-30 BPS / Short: IS386N4   TRS USD P E IS386N4/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       36106 | OU      | $-6731.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                     | Japan Government Twenty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   331000000 | PA      | $1731696.03   | 0.40%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                        | APL Finance 2023-1 DAC                                                                                             | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      341433 | PA      | $343183.49    | 0.08%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |      212000 | PA      | $209496.28    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A5C2   TRS USD R V 00MOBFR IS3A5D3/OBFR01/-35 BPS / Short: IS3A5C2   TRS USD P E IS3A5C2/US1011371077     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       30480 | OU      | $-1208.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                               | Loblaw Cos Ltd                                                                                                     | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $139646.17    | 0.03%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39W40   TRS USD R V 00MFEDL IS39W51/FEDL01/-35 BPS / Short: IS39W40   TRS USD P E IS39W40/US05964H1059     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      184411 | OU      | $606.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA Inc                                              | TEGNA Inc                                                                                                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       46140 | NS      | $966633.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS390H9   TRS USD R V 00MOBFR IS390I0/OBFR01/-25 BPS / Short: IS390H9   TRS USD P E IS390H9/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5121 | OU      | $447.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       15400 | NS      | $960931.69    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS38ZX7   TRS USD R V 00MOBFR IS38ZY8/OBFR01/-35 BPS / Short: IS38ZX7   TRS USD P E IS38ZX7/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       44167 | OU      | $-18704.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39J49   TRS USD R V 00MOBFR IS39J50/OBFR01/-25 BPS / Short: IS39J49   TRS USD P E IS39J49/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6830 | OU      | $-630.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5057.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38LL7   TRS USD R V 00MOBFR IS38LM8/OBFR01/-25 BPS / Short: IS38LL7   TRS USD P E IS38LL7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       13535 | OU      | $1769.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384T6   TRS USD R V 00MFEDL IS384U7/FEDL01/-35 BPS / Short: IS384T6   TRS USD P E IS384T6/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        1249 | OU      | $-64.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                   | Banca Mediolanum SpA                                                                                               | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       14714 | NS      | $315593.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      186731 | PA      | $187740.57    | 0.04%             | 2045-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         349 | NS      | $272802.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      930000 | PA      | $703416.99    | 0.16%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                 | Regatta XX Funding Ltd                                                                                             | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300298.50    | 0.07%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS377C7   TRS USD R V 00MOBFR IS377D8/OBFR01/-25 BPS / Short: IS377C7   TRS USD P E IS377C7/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        3458 | OU      | $927.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                   | Glencore Capital Finance DAC                                                                                       | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      355000 | PA      | $429577.22    | 0.10%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                                                         | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        1247 | NS      | $299417.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          22 | NC      | $24371.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        1051 | NS      | $315005.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37VP8   TRS USD R V 00MFEDL IS37VQ9/FEDL01/-35 BPS / Short: IS37VP8   TRS USD P E IS37VP8/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       30700 | OU      | $-27747.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35MG0   IRS NZD R F  4.10270 IS35MG0 CCPVANILLA / Short: SS35MG0   IRS NZD P V 03MNZDBB IS35MH1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      459000 | OU      | $5004.46      | 0.00%             |  |  |  | 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      | $2078.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                     | Japan Government Thirty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   329350000 | PA      | $1516150.96   | 0.35%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      404000 | PA      | $416507.84    | 0.10%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-OAT FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           1 | NC      | $3508.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37AI4   TRS CAD R E IS37AI4/CA4013393042 / Short: IS37AI4   TRS CAD P V 00MCORRA IS37AJ5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        9259 | OU      | $-22.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS399L6   TRS USD R V 00MOBFR IS399M7/OBFR01/-25 BPS / Short: IS399L6   TRS USD P E IS399L6/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        8390 | OU      | $-1650.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           2 | NC      | $-8653.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39T83   TRS USD R V 00MSOFR IS39T94/SOFRRATE/-30 BPS / Short: IS39T83   TRS USD P E IS39T83/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       19635 | OU      | $-1901.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36GI3   TRS USD R V 00MSOFR IS36GJ4/SOFRRATE/-30 BPS / Short: IS36GI3   TRS USD P E IS36GI3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       18878 | OU      | $2315.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                   | Howmet Aerospace Inc                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1561 | NS      | $409809.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37028   TRS USD R V 00MOBFR IS37039/OBFR01/-25 BPS / Short: IS37028   TRS USD P E IS37028/US9078181081     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       39393 | OU      | $-5292.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         690 | NS      | $147908.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2025-1CON                                                                                 | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      117684 | PA      | $119500.80    | 0.03%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39DF8   TRS USD R V 00MOBFR IS39DG9/OBFR01/-25 BPS / Short: IS39DF8   TRS USD P E IS39DF8/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       17166 | OU      | $-97.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS38KZ4   IRS NZD R F  3.97950 IS38KZ4 CCPVANILLA / Short: SS38KZ4   IRS NZD P V 03MNZDBB IS38L06 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      530000 | OU      | $2605.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37YL5   TRS USD R V 00MFEDL IS37YM6/FEDL01/-35 BPS / Short: IS37YL5   TRS USD P E IS37YL5/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      249204 | OU      | $-16762.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal SA                                                                                                   | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |        1565 | NS      | $102521.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM8 Trust                                                                                                | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |       93786 | PA      | $94782.38     | 0.02%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-8193.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39X25   TRS USD R V 00MFEDL IS39X36/FEDL01/-35 BPS / Short: IS39X25   TRS USD P E IS39X25/US01748X1028     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         204 | OU      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          57 | NC      | $61812.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39CV7   TRS USD R V 00MOBFR IS39CW8/OBFR01/-25 BPS / Short: IS39CV7   TRS USD P E IS39CV7/US0545402085     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6293 | OU      | $951.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $123.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      288000 | PA      | $296988.48    | 0.07%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS370W8   TRS USD R V 00MOBFR IS370X9/OBFR01/-25 BPS / Short: IS370W8   TRS USD P E IS370W8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       26601 | OU      | $6123.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -11 | NC      | $-16023.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      350000 | PA      | $365942.74    | 0.08%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                               | iShares Core S&P 500 ETF                                                                                           | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |       12802 | NS      | $8825442.76   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO Ltd.                                           | AGL CLO 44 Ltd                                                                                                     | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |      275000 | PA      | $275344.85    | 0.06%             | 2037-10-22      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39N47   TRS EUR R V 00MESTR IS39N58/ESTR3MA/-35 BPS / Short: IS39N47   TRS EUR P E IS39N47/DE0005810055    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |        2070 | OU      | $-275.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W04   TRS GBP R E IS35W04/GB00BCRX1J15 / Short: IS35W04   TRS GBP P V 00MSONIA IS35W15/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       18494 | OU      | $122.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux MPC Sarl                                                                                     | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      276920 | PA      | $290680.15    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                               | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     9550000 | PA      | $326508.00    | 0.08%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ESC CB NATIONAL CINEME                                 | ESC CB NATIONAL CINEME                                                                                             | CUSIP: 635ESCAA4<br>LEI: 5493000MOLIVSOGKEB48 | Long             | DBT              | CORP              | US        |       33304 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3022030000 | PA      | $2026491.81   | 0.47%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39SG4   TRS CAD R E IS39SG4/CA51925D1069 / Short: IS39SG4   TRS CAD P V 00MCORRA IS39SH5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |         120 | OU      | $0.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4419785 | PA      | $4476693.71   | 1.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                            | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |       61100 | PA      | $61341.92     | 0.01%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $570.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38AP4   TRS USD R V 00MOBFR IS38AQ5/OBFR01/-25 BPS / Short: IS38AP4   TRS USD P E IS38AP4/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       60588 | OU      | $2966.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      416000 | PA      | $424320.00    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                   | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99172 | PA      | $98800.10     | 0.02%             | 2038-08-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       80000 | PA      | $56737.30     | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      355000 | PA      | $357321.70    | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS375W3   TRS USD R V 00MSOFR IS375X4/SOFRRATE/-30 BPS / Short: IS375W3   TRS USD P E IS375W3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        2457 | OU      | $381.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                     | Cenovus Energy Inc                                                                                                 | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      106000 | PA      | $107294.26    | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                       | Mettler-Toledo International Inc                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         253 | NS      | $345772.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |       11353 | NS      | $219862.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-13853.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |       20872 | NS      | $390445.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $118041.85    | 0.03%             | 2030-10-22      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39WO0   TRS CHF R E IS39WO0/DE000C7PYG26 / Short: IS39WO0   TRS CHF P F   .00000 IS39WP1/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |      401490 | OU      | $22357.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                  | Travelers Cos Inc/The                                                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        1242 | NS      | $383330.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BHMS Mortgage Trust                                    | BHMS Commercial Mortgage Trust 2025-ATLS                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202000 | PA      | $203264.04    | 0.05%             | 2042-08-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                   | Deckers Outdoor Corp                                                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        2957 | NS      | $346767.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38RZ3   TRS USD R V 00MSOFR IS38S05/SOFRRATE/-30 BPS / Short: IS38RZ3   TRS USD P E IS38RZ3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         634 | OU      | $-65.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                               | Finland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      378000 | PA      | $416951.90    | 0.10%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39Y88   TRS CHF R E IS39Y88/DE000C7PYG26 / Short: IS39Y88   TRS CHF P F   .00000 IS39Y99/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |      399548 | OU      | $24884.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      353449 | PA      | $440066.58    | 0.10%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      668000 | PA      | $773325.38    | 0.18%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $158.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2026-CES2                                                                                      | CUSIP: 74940EAA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $300269.49    | 0.07%             | 2056-02-01      | Variable      | 4.76%                 | 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      | $-2378.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1643000 | PA      | $1422799.55   | 0.33%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                         | BOCA Commercial Mortgage Trust 2025-BOCA                                                                           | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $240975.48    | 0.06%             | 2042-12-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38XJ9   TRS USD R V 00MSOFR IS38XK0/SOFRRATE/-30 BPS / Short: IS38XJ9   TRS USD P E IS38XJ9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         211 | OU      | $-22.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250085.67    | 0.06%             | 2033-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-39697.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      245000 | PA      | $258766.55    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS39X69   TRS USD R V 00MOBFR IS39X70/OBFR01/-35 BPS / Short: IS39X69   TRS USD P E IS39X69/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        6661 | OU      | $-163.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-AIR2                                                                             | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147714 | PA      | $147759.91    | 0.03%             | 2041-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36GK5   TRS USD R V 00MSOFR IS36GL6/SOFRRATE/-30 BPS / Short: IS36GK5   TRS USD P E IS36GK5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       13193 | OU      | $1693.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38RH5   TRS USD R V 00MOBFR IS38RI6/OBFR01/-25 BPS / Short: IS38RH5   TRS USD P E IS38RH5/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28393 | OU      | $3649.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp                                            | Taisei Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |        2900 | NS      | $376814.65    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                              | ORL Trust 2024-GLKS                                                                                                | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260569 | PA      | $260487.57    | 0.06%             | 2039-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                       | IFSC NIFTY 50 FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          17 | NC      | $-11768.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7692.85     | -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      | $512.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                    | Highwoods Realty LP                                                                                                | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |       96000 | PA      | $96384.00     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3A061   TRS USD R V 00MOBFR IS3A072/OBFR01/-35 BPS / Short: IS3A061   TRS USD P E IS3A061/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7263 | OU      | $-115.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS3ABK2   TRS USD R V 00MOBFR IS3ABL3/OBFR01/-25 BPS / Short: IS3ABK2   TRS USD P E IS3ABK2/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       33394 | OU      | $-10.37       | -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        |      526618 | PA      | $606340.92    | 0.14%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          34 | NS      | $144137.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS384R4   TRS USD R V 00MFEDL IS384S5/FEDL01/-35 BPS / Short: IS384R4   TRS USD P E IS384R4/US4943681035     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      136964 | OU      | $-9480.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM5                                                                          | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |      118488 | PA      | $119643.09    | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2017-1                                                                          | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |      287854 | PA      | $289081.15    | 0.07%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Amicus Therapeutics Inc                                | Amicus Therapeutics Inc                                                                                            | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      105067 | NS      | $1509812.79   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                   | Chart Industries Inc                                                                                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        7065 | NS      | $1464574.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      123000 | PA      | $145022.89    | 0.03%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        5412 | NS      | $670113.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        1902 | NS      | $766009.12    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS39MW8   IRS NZD R F  4.19570 IS39MW8 CCPVANILLA / Short: SS39MW8   IRS NZD P V 03MNZDBB IS39MX9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1165000 | OU      | $16360.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS39QG0   IRS NZD R F  4.20600 IS39QG0 CCPVANILLA / Short: SS39QG0   IRS NZD P V 03MNZDBB IS39QH1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      493000 | OU      | $7090.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                 | CONTRA RESOLUTE FOREST                                                                                             | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |       14789 | NS      | $21000.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37664   TRS USD R V 00MOBFR IS37675/OBFR01/-25 BPS / Short: IS37664   TRS USD P E IS37664/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        5965 | OU      | $1540.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS38UR6   TRS CHF R E IS38UR6/DE000C7PYG26 / Short: IS38UR6   TRS CHF P F   .00000 IS38US7/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     1562817 | OU      | $145545.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        5448 | NS      | $540114.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38FP9   TRS USD R V 00MOBFR IS38FQ0/OBFR01/-25 BPS / Short: IS38FP9   TRS USD P E IS38FP9/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       14373 | OU      | $1504.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75797 | PA      | $76050.39     | 0.02%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $118418.78    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2025-CES12                                                                                     | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      288829 | PA      | $290511.47    | 0.07%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       53000 | PA      | $55185.72     | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         684 | NS      | $302245.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         143 | NC      | $1013713.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $4.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $522.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AJ86   TRS BRL R F   .00000 IS3AJ97/BZJ6 / Short: IS3AJ86   TRS BRL P E IS3AJ86/BRBMEFIBV3V3              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     1560813 | OU      | $1216.57      | 0.00%             |  |  |  | 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      | $130121.07    | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                       | Ascension Health                                                                                                   | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $128348.74    | 0.03%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37UT5   TRS USD R V 00MFEDL IS37UU6/FEDL01/-35 BPS / Short: IS37UT5   TRS USD P E IS37UT5/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      196146 | OU      | $-178115.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      924971 | PA      | $1118291.26   | 0.26%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207375.95    | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                            | Corp Nacional del Cobre de Chile                                                                                   | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $208710.00    | 0.05%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS38TZ7   TRS USD R V 00MOBFR IS38U09/OBFR01/-25 BPS / Short: IS38TZ7   TRS USD P E IS38TZ7/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       28483 | OU      | $3305.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38HJ7   TRS USD R V 00MSOFR IS38HK8/SOFRRATE/-30 BPS / Short: IS38HJ7   TRS USD P E IS38HJ7/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       20662 | OU      | $-2744.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3AL80   TRS USD R V 00MFEDL IS3AL91/FEDL01/-35 BPS / Short: IS3AL80   TRS USD P E IS3AL80/US0304201033     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        6593 | OU      | $-72.96       | -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      | $514.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1190 | NS      | $1251868.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS37H50   TRS USD R V 00MSOFR IS37H61/SOFRRATE/-30 BPS / Short: IS37H50   TRS USD P E IS37H50/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       38976 | OU      | $-6608.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AJO2   TRS USD R V 00MOBFR IS3AJP3/OBFR01/-35 BPS / Short: IS3AJO2   TRS USD P E IS3AJO2/US46222L1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7082 | OU      | $-972.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                  | Gaci First Investment Co                                                                                           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $234469.64    | 0.05%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-378.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                                                                              | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255517 | PA      | $255818.25    | 0.06%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39L09   TRS GBP R E IS39L09/GB00BCRX1J15 / Short: IS39L09   TRS GBP P V 00MSONIA IS39L10/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       40706 | OU      | $-119.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      161000 | PA      | $217850.51    | 0.05%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                            | Obic Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       10300 | NS      | $277395.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                      | ProAssurance Corp                                                                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       51014 | NS      | $1252393.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3A3Q2   TRS USD R V 00MSOFR IS3A3R3/SOFRRATE/-30 BPS / Short: IS3A3Q2   TRS USD P E IS3A3Q2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        1964 | OU      | $90.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        2459 | NS      | $738437.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                         | Halliburton Co                                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       10069 | NS      | $362484.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        8572 | NS      | $1800120.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37W99   TRS USD R V 00MOBFR IS37WA0/OBFR01/-25 BPS / Short: IS37W99   TRS USD P E IS37W99/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       36439 | OU      | $-3444.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-4728.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1764 | NS      | $576492.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PE        |           1 | NC      | $4446.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                      | Japan Government Forty Year Bonds                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   161700000 | PA      | $846599.14    | 0.20%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS38I94   IRS NZD R V 03MNZDBB IS38IA5 CCPVANILLA / Short: BS38I94   IRS NZD P F  4.06000 IS38I94 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      480000 | OU      | $-4177.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      364000 | PA      | $378005.48    | 0.09%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1154637 | PA      | $1179037.89   | 0.27%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1632.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |           1 | NC      | $16868.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      206000 | PA      | $208564.70    | 0.05%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-20423.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp               | Westinghouse Air Brake Technologies Corp                                                                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        1391 | NS      | $367154.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MCF8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       18000 | PA      | $14001.44     | 0.00%             | 2031-02-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust              | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $200158.50    | 0.05%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Atrium Therapeutics Inc                                | Atrium Therapeutics Inc                                                                                            | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1973 | NS      | $29098.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                 | American Woodmark Corp                                                                                             | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       13512 | NS      | $676951.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                            | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      374000 | PA      | $359324.24    | 0.08%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      355000 | PA      | $426213.09    | 0.10%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CL        |           1 | NC      | $-5191.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3AJI6   TRS USD R V 00MOBFR IS3AJJ7/OBFR01/-35 BPS / Short: IS3AJI6   TRS USD P E IS3AJI6/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        7040 | OU      | $46.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                                | DigitalBridge Group Inc                                                                                            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       37288 | NS      | $576099.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $42222.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1549 | NS      | $747020.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS38RL9   TRS USD R V 00MOBFR IS38RM0/OBFR01/-35 BPS / Short: IS38RL9   TRS USD P E IS38RL9/US1921085049     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       16251 | OU      | $-8252.00     | -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      | $-14264.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS39LY3   TRS USD R V 00MSOFR IS39LZ4/SOFRRATE/-30 BPS / Short: IS39LY3   TRS USD P E IS39LY3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         191 | OU      | $-42.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS3A889   TRS CHF R E IS3A889/DE000C7PYG26 / Short: IS3A889   TRS CHF P F   .00000 IS3A890/SMH6              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |      135027 | OU      | $5896.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36YK1   TRS CAD R E IS36YK1/CA4013393042 / Short: IS36YK1   TRS CAD P V 00MCORRA IS36YL2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       48627 | OU      | $-102.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS39FB8   TRS USD R V 00MOBFR IS39FC9/OBFR01/-25 BPS / Short: IS39FB8   TRS USD P E IS39FB8/US57638P1049     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        6317 | OU      | $1394.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218917.42    | 0.05%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208624.00    | 0.05%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                | Chenango Park CLO Ltd                                                                                              | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250329.00    | 0.06%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED MXN / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $48651.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                            | Hologic Inc                                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       13038 | NS      | $982543.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-723.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37JT8   TRS CAD R E IS37JT8/CA4013393042 / Short: IS37JT8   TRS CAD P V 00MCORRA IS37JU9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        6008 | OU      | $11.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2025-5 Ltd                                                                                                | CUSIP: 92892FAE4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310140.74    | 0.07%             | 2039-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        6795 | NS      | $423804.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                   | Invitation Homes Inc                                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |       13559 | NS      | $357144.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37V58   TRS USD R V 00MOBFR IS37V69/OBFR01/-25 BPS / Short: IS37V58   TRS USD P E IS37V58/US83088M1027     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       26268 | OU      | $4881.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      164000 | PA      | $147380.24    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      162000 | PA      | $157705.38    | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81347.49     | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2199.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-4                                                                                    | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |       91292 | PA      | $92538.54     | 0.02%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                 | AS Mileage Plan IP Ltd                                                                                             | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       41000 | PA      | $41657.23     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39Q04   TRS GBP R E IS39Q04/GB00B1YKG049 / Short: IS39Q04   TRS GBP P V 00MSONIA IS39Q15/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |        5597 | OU      | $354.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                 | Commonwealth Bank of Australia                                                                                     | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      120000 | PA      | $85656.76     | 0.02%             | 2031-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      991000 | PA      | $1273273.24   | 0.29%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS38TX5   TRS USD R V 00MSOFR IS38TY6/SOFRRATE/-30 BPS / Short: IS38TX5   TRS USD P E IS38TX5/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       15724 | OU      | $-1761.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS37TR6   TRS USD R V 00MFEDL IS37TS7/FEDL01/-35 BPS / Short: IS37TR6   TRS USD P E IS37TR6/US1921085049     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      128614 | OU      | $-101203.46   | -0.02%            |  |  |  | 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      | $170.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS39E11   TRS USD R V 00MFEDL IS39E22/FEDL01/-35 BPS / Short: IS39E11   TRS USD P E IS39E11/US91823B1098     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       22757 | OU      | $4705.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-5089.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $244971.70    | 0.06%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28629.16     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |      465862 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      239000 | PA      | $222535.29    | 0.05%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       17361 | NS      | $402108.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                               | Toyota Finance Australia Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |      230000 | PA      | $162045.99    | 0.04%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Russian Ruble                                          | Russian Ruble                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | RU        |      584861 | NS      | $7566.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                               | Visa Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      163000 | PA      | $191732.19    | 0.04%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        4256 | NS      | $633931.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |           1 | NC      | $-2836.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37OP9   TRS USD R V 00MOBFR IS37OQ0/OBFR01/-25 BPS / Short: IS37OP9   TRS USD P E IS37OP9/US0921131092     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       47093 | OU      | $-5435.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                                          | Confluent Inc                                                                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       49194 | NS      | $1508779.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                | BMS Ireland Capital Funding DAC                                                                                    | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      120000 | PA      | $142500.97    | 0.03%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      451000 | PA      | $558821.99    | 0.13%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS37PH8   TRS USD R V 00MOBFR IS37PI9/OBFR01/-25 BPS / Short: IS37PH8   TRS USD P E IS37PH8/US65406E1029     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       10333 | OU      | $-2830.97     | -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      | $9771.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-6509.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    48053000 | PA      | $2664703.19   | 0.62%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-555.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS386P6   TRS USD R V 00MFEDL IS386Q7/FEDL01/-35 BPS / Short: IS386P6   TRS USD P E IS386P6/US0921131092     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        2033 | OU      | $-84.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS3ACW1   TRS USD R V 00MOBFR IS3ACX2/OBFR01/-35 BPS / Short: IS3ACW1   TRS USD P E IS3ACW1/US60510V1089     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |        2483 | OU      | $87.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO               | HLTN Commercial Mortgage Trust 2024-DPLO                                                                           | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303572 | PA      | $303665.80    | 0.07%             | 2041-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 11 Ltd                                                                                             | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500000.00    | 0.12%             | 2037-07-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS3AGA7   TRS GBP R E IS3AGA7/GB00BCRX1J15 / Short: IS3AGA7   TRS GBP P V 00MSONIA IS3AGB8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       11708 | OU      | $-72.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-24

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller