# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0000940400-26-025749
**Filing Date:** 2026-6
**Character Count:** 223701
**Document Hash:** 9789b644e922dfee738717143fff7630
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025749.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025749

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND, INC.
- **CENTRAL INDEX KEY:** 0000793159

**ORGANIZATION NAME:**
- **EIN:** 133352347
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 261125199

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

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 20030716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 19990816

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GLOBAL TOTAL RETURN FUND INC /MD
- **DATE OF NAME CHANGE:** 19950301

## Series and Classes Contracts Data

### PGIM Global Total Return (USD Hedged) Fund (Series ID: S000059804)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195657 | Class A      | PHEAX           |
| C000195658 | Class C      | PHECX           |
| C000195659 | Class R6     | PHEQX           |
| C000195660 | Class Z      | PHEZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Global Total Return Fund, Inc.

- **b. Investment Company Act file number:** 811-04661

- **c. CIK number of Registrant:** 0000793159

- **d. LEI of Registrant:** 549300X4XNCFYMTTNX09

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Global Total Return (USD Hedged) Fund

- **b. EDGAR series identifier (if any):** S000059804

- **c. LEI of Series:** 549300QIZG04PLRGJT57

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $33599666.23

**Total Liabilities:** $2355916.89

**Net Assets:** $31243749.34

**Cash Not Reported:** $1086220.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -50.14198000 | **1-Year:** 1028.21815000 | **5-Year:** 6015.19454000 | **10-Year:** 4696.09300000 | **30-Year:** 859.43484000

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

- **3-Month:** 16.49354000 | **1-Year:** 353.91975000 | **5-Year:** 561.09687000 | **10-Year:** 438.25136000 | **30-Year:** 41.62850000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195657 | 1.78%                | -2.72%               | 0.68%                |
| Class ID C000195658 | 1.72%                | -2.78%               | 0.73%                |
| Class ID C000195659 | 1.80%                | -2.69%               | 0.82%                |
| Class ID C000195660 | 1.80%                | -2.70%               | 0.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1596.01                | $302052.86                                 |
| Month 2  | $-17156.35               | $-1008268.41                               |
| Month 3  | $6209.04                 | $357374.07                                 |

**Designated Index Information**

- **Index Name:** PGIM Global Total Return Fund USD Hedged_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                   | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                       | HUF/USD FORWARD                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-227.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/CAD FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7474.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | CDS CHINA DEVELOPMENT BANK                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4271.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | SWOP CDS CDX.NA.IG.46.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |    -1200000 | OU      | $-621.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4519.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      680000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                        | CDS CDX.EM.45.V1                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10602.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                           | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-364.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      146000 | OU      | $758.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | CDS PEOPLE'S REPUBLIC OF CHINA                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $8188.38      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | CDS HSBC BANK PLC                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $161.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                            | Euro FX Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |         -15 | NC      | $-3454.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -965000 | OU      | $-6977.64     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS FEDERATIVE REPUBLIC OF BRAZIL                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $29.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS NZD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1895.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3661.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6828.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29015.15    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8395.04      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-201158.89   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                          | IRS MYR                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-772.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-51960.77    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $216169.98    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                               | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2519.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11770.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5505.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5870.28     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9634.98      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10794.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22995.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-31434.03    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4539.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $14304.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $9934.65      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -1130000 | OU      | $-290.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                       | IRS CLP                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1987.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8249.65      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12399.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-135244.14   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3321.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67234.02    | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $559.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CZK                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-332.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-51622.34    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12991.33    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -1170000 | OU      | $-1763.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                       | IRS MXN                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-7665.95     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $363.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17020.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6077.29      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12630.49    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS AUD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14030.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1972.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $131362.51    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3135.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-40511.06    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/THB FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1834.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-25675.60    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                | IRS CNY                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $25594.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6975.64     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-208.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-208208.14   | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10076.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-151349.38   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4980.87     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-65038.84    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $750.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                             | USD/MXN FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2697.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $36523.66     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $65546.65     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $28912.80     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-102693.68   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $64471.96     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $429.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $102721.65    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS KRW                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-29501.77    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS SGD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4703.17     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1515.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS GBP                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -265000 | OU      | $-1017.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-909.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4182.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-28248.79    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11005.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS SGD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3019.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS MYR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $41862.04     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $26635.64     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS THB                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-389.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS AUD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13271.25    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |      965000 | OU      | $10736.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS NZD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1257.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-107996.98   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS SEK                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10226.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-93377.15    | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13202.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6110.45     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS DKK                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6570.17     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS ILS                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-903.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-128467.02   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11123.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -965000 | OU      | $-4419.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10440.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14192.04    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS PLN                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2092.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $103213.25    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $31632.05     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS AUD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43987.08    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS KRW                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3867.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-96866.64    | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $26090.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS THB                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19463.72     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     -585000 | OU      | $-889.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2762.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | IRS MYR                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $867.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $18401.28     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-117776.97   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS THB                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15575.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8059.28      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-170.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CNY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $17297.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4117.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33484.90    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS NOK                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4820.80     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | PLN/USD FORWARD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-871.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $268.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $109368.03    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS SGD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5125.11     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | IRS MYR                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $122.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-46595.24    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4235.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CAD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4027.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS GBP                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7371.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS CHF                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14661.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32638.31    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                           | USD/JPY FORWARD                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15016.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1291.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $7392.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $11802.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $106359.93    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4549.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-57116.06    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10873.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-463660.04   | -1.48%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS NZD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4729.09     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $881.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF ITALY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1372.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-17703.38    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22704.59     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS JPY                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $34121.34     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-19172.90    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $43303.68     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                            | IRS MYR                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $275.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS EUR                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-103837.01   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS PLN                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1182.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                              | IRS USD                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-16224.89    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                              | JPM V3.702 05/06/30                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24411.05     | 0.08%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association                                                  | JPY/USD FORWARD                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8476.98     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                              | ASSDLN 8 07/01/31 144A                                      | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111882.85    | 0.36%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                                         | BBCMS 2018-CHRS C                                           | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $121333.95    | 0.39%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                                           | ODART 2019-1A D                                             | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100000.25    | 0.32%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                  | TFC V5.867 06/08/34 MTN                                     | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26016.63     | 0.08%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                                               | NTPCIN 2.75 02/01/27 EMTN                                   | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |      100000 | PA      | $116820.43    | 0.37%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                             | USB V3.7 PERP                                               | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117935.71    | 0.38%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHARJAH, EMIRATES OF - MINISTRY OF FINANCE                                             | SHJGOV 4.625 01/17/31 144A                                  | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      100000 | PA      | $114465.13    | 0.37%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                   | BA 6.528 05/01/34                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       80000 | PA      | $87481.97     | 0.28%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                           | PEMEX 4.75 02/26/29                                         | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $117731.77    | 0.38%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                     | VEGLPL 6.75 01/15/36 144A                                   | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26570.62     | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS AUD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -2895000 | OU      | $-210.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 5.25 02/15/31 144A                                    | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $14849.25     | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                  | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $148535.04    | 0.48%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALY 5.2 07/31/34 EMTN                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $380544.03    | 1.22%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                 | ISRAEL 1.5 01/16/29 EMTN                                    | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      270000 | PA      | $299941.63    | 0.96%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                                            | ASH 3.375 09/01/31 144A                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22335.53     | 0.07%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF THE PHILIPPINES (BANGKO SENTRAL NG PILIPINAS)                          | BSNZPM 8.6 06/15/27 A                                       | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |      276000 | PA      | $287611.32    | 0.92%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                             | FITB V5.982 01/30/30                                        | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $71153.35     | 0.23%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                                           | CAS 2023-R05 1M2                                            | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      100000 | PA      | $103308.85    | 0.33%             | 2043-06-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CATALUNYA, GENERALITAT DE                                                              | GENCAT 4.22 04/26/35                                        | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $119423.00    | 0.38%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                          | C V5.827 02/13/35                                           | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15264.14     | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -1930000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADNOR RE 2023-1 LTD                                                                   | RMIR 2023-1 M1A                                             | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-O            | CORP              | BM        |       14893 | PA      | $14928.51     | 0.05%             | 2033-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 1.125 02/15/31                                            | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       85000 | PA      | $74401.56     | 0.24%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                           | CAS 2022-R04 1B1                                            | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       20000 | PA      | $20700.00     | 0.07%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                                   | CANTOR 4.5 04/14/27 144A                                    | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114790.02    | 0.37%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| LAMB WESTON HOLDINGS INC                                                               | LW 4.375 01/31/32 144A                                      | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23550.90     | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/35 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       33000 | PA      | $38993.82     | 0.12%             | 2035-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                       | MEX 2.875 04/08/39                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $184409.76    | 0.59%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                | STACR 2021-DNA5 M2                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |        3531 | PA      | $3540.05      | 0.01%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 4.25 05/15/35                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      410000 | PA      | $406925.00    | 1.30%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                         | RESFER 4.7 06/01/35 MPLE                                    | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $73492.84     | 0.24%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | USD/KRW FORWARD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                 | EBIUH 4.75 02/09/28 MTN                                     | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $141054.76    | 0.45%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/38 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       15000 | PA      | $17398.77     | 0.06%             | 2038-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 5 02/15/29 144A                                       | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17704.25     | 0.06%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                             | DLLTD 0 12/31/30 3B14                                       | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        4924 | PA      | $0.00         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| REAL ESTATE ASSET LIQUIDITY TRUST                                                      | REALT 2020-1A A1                                            | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |        1295 | PA      | $952.11       | 0.00%             | 2055-02-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                        | COLOM 5.625 02/19/36                                        | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $110616.51    | 0.35%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                          | FWRD 9.5 10/15/31 144A                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $47120.72     | 0.15%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                                  | BX 2022-AHP E                                               | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122990 | PA      | $122528.30    | 0.39%             | 2039-01-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                  | AAL 5.75 04/20/29 144A                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25020.00     | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                    | TPMT 2024-CES2 A1A                                          | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       46845 | PA      | $47037.48     | 0.15%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                           | GBP/USD FORWARD                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1654.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                       | CFELEC F 12/15/36 16U                                       | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       36667 | PA      | $33573.29     | 0.11%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                   | BAC V2.687 04/22/32                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68017.91     | 0.22%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                         | PMT Credit Risk Transfer Trust 2024-1R                      | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      249040 | PA      | $251044.74    | 0.80%             | 2052-02-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                  | China Government Bond                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1500000 | PA      | $271645.39    | 0.87%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                                | STACR 2020-HQA5 B1                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-O            | USGSE             | US        |       35000 | PA      | $38417.11     | 0.12%             | 2050-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HOLDING EAD                                                           | BULENR 2.45 07/22/28                                        | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |      100000 | PA      | $113110.52    | 0.36%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                     | MATHOM 4.625 03/01/30 144A                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $23781.25     | 0.08%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                         | BNP V2.871 04/19/32 144A                                    | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $181487.34    | 0.58%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                          | CRWV 9.25 06/01/30 144A                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15187.55     | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/37 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       16000 | PA      | $18787.79     | 0.06%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                             | USD/MXN FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-327.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 4.875 06/01/28 144A                                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $23406.25     | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                   | VW 4.625 05/03/31 EMTN                                      | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120772.27    | 0.39%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                 | VENLNG V9 PERP 144a                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14822.33     | 0.05%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/34 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       22000 | PA      | $26078.50     | 0.08%             | 2034-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                  | SPGB 3.45 07/30/43                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $330506.15    | 1.06%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                        | PFSI 5.75 09/15/31 144A                                     | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23790.41     | 0.08%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING ULC                                                                     | FISV 3.5 06/15/32                                           | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113376.94    | 0.36%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-LBA6                                                                     | BX 2022-LBA6 E                                              | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $124960.94    | 0.40%             | 2039-01-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALY 6 08/04/28 EMTN                                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      100000 | PA      | $138747.51    | 0.44%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | BACR 0.5 01/28/33 EMTN                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $307839.83    | 0.99%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -4 | NC      | $17361.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS AUD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -120000 | OU      | $-250.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                               | KSA 2 07/09/39 REGS                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      325000 | PA      | $293084.17    | 0.94%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL N.3 LTD                                                                    | HKTGHD 1.65 04/10/27                                        | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $227306.28    | 0.73%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                           | GOOGL 4.625 11/13/32                                        | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $131997.76    | 0.42%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                            | CRGYFN 7.625 04/01/32 144A                                  | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36092.94     | 0.12%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                                                     | HBANSW V2.75 09/30/41                                       | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220064.96    | 0.70%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/36 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       24000 | PA      | $28167.60     | 0.09%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                                      | SEGPLP 3.75 08/10/27 EMTN                                   | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117795.54    | 0.38%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/32 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       24000 | PA      | $28605.61     | 0.09%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                           | INDON 3.65 09/10/32                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $231063.52    | 0.74%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                       | MEX 5.125 03/19/38                                          | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $115421.44    | 0.37%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -1 | NC      | $1810.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 GROUP SARL                                                                          | PTHREE 1.625 01/26/29 EMTN                                  | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111589.30    | 0.36%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                     | CVECN 3.75 02/15/52                                         | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $7045.40      | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                     | MVMHU 0.875 11/18/27                                        | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      100000 | PA      | $112940.34    | 0.36%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                 | PMTCR 2024-2R A                                             | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      166966 | PA      | $168199.56    | 0.54%             | 2027-03-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                          | LIMAMT 5.875 07/05/34 REGS                                  | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |       72853 | PA      | $74556.00     | 0.24%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                               | CHILE 1.44 02/01/29                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      115000 | PA      | $128119.36    | 0.41%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| LITHUANIA, REPUBLIC OF - MINISTRY OF FINANCE                                           | LITHUN 2.125 10/22/35 EMTN                                  | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      200000 | PA      | $204611.79    | 0.65%             | 2035-10-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                                                            | ISLMAN 5.625 03/29/30                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      100000 | PA      | $138640.01    | 0.44%             | 2030-03-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                   | TRGP 4.2 02/01/33                                           | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18984.84     | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                           | JELD 4.875 12/15/27 144A                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14889.84     | 0.05%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                | KRW/USD FORWARD                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-61.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                       | BRX 2.5 08/16/31                                            | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8918.81      | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 3.625 10/31/30                                            | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1105000 | PA      | $1087820.70   | 3.48%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                       | DIAMOND SPORTS GRP LLC- WARRANTS                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2598 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | ROMANI 1.75 07/13/30 REGS                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      150000 | PA      | $157419.91    | 0.50%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                                | BLKPRL 6.125 02/15/31 144A                                  | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5075.08      | 0.02%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                        | LLOYDS 0 04/02/32 EMTN                                      | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $149250.00    | 0.48%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                              | JPM V2.545 11/08/32                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26688.87     | 0.09%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                    | CPGX 6.036 11/15/33 144A                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52785.70     | 0.17%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                | IDFMOB 3.05 02/03/33 EMTN                                   | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $113929.30    | 0.36%             | 2033-02-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/29 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       25000 | PA      | $29939.43     | 0.10%             | 2029-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | SWOP CDS CDX.NA.IG.46.V1                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |      600000 | OU      | $625.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                 | PLNIJ 1.875 11/05/31 REGS                                   | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      100000 | PA      | $103681.41    | 0.33%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                | BPCE SA                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $150880.42    | 0.48%             | 2029-01-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                             | DIAMOND SPORTS GRP LLC- CS                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1389 | NS      | $286.13       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                                    | MUBAUH 0.375 03/10/27 GMTN                                  | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $114518.90    | 0.37%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                     | ET V7.125 PERP G                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102751.33    | 0.33%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                     | CVECN 2.65 01/15/32                                         | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $13377.95     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                              | CYPRUS 2.75 02/26/34 EMTN                                   | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      200000 | PA      | $225015.70    | 0.72%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/39 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       23000 | PA      | $26829.29     | 0.09%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                          | DISH 5.125 06/01/29                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22988.84     | 0.07%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                              | JPM V2.58 04/22/32                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40724.15     | 0.13%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                | FWD: TBOND 4.875 15-AUG-45 - 912810UN6 - underlier          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |     2835000 | NC      | $-75302.25    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                                             | BDX 3.828 06/07/32                                          | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117916.46    | 0.38%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                     | VICI 4.95 02/15/30                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60000.87     | 0.19%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALY 2.875 10/17/29 10Y                                    | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $190811.18    | 0.61%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                           | INDON 1.3 03/23/34                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $187133.80    | 0.60%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ISLE OF MAN                                                                            | ISLMAN 5.375 08/14/34                                       | CUSIP: 000000000<br>LEI: 549300ZXHSYV21BRHW71 | Long             | DBT              | NUSS              | IM        |      100000 | PA      | $133693.69    | 0.43%             | 2034-08-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/40 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       23000 | PA      | $26539.10     | 0.08%             | 2040-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                         | MS V2.239 07/21/32 GMTN                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26398.61     | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALYS 0 02/20/31 *                                         | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       84501 | PA      | $84945.79     | 0.27%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                | FHLB 3.28 03/28/29                                          | CUSIP: 3130AG3T0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |       12857 | PA      | $12515.31     | 0.04%             | 2029-03-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                          | GS V1.992 01/27/32                                          | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17595.14     | 0.06%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF ITALY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1408.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                     | ET V6.5 PERP H                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50134.29     | 0.16%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANDORRA, PRINCIPALITY OF                                                               | ANDRRA 1.25 05/06/31 EMTN                                   | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      200000 | PA      | $210679.17    | 0.67%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/33 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       46000 | PA      | $54973.18     | 0.18%             | 2033-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/27 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      145000 | PA      | $171031.85    | 0.55%             | 2027-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                              | SERBIA 1.65 03/03/33 REGS                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      100000 | PA      | $97853.07     | 0.31%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUSTRIA, REPUBLIC OF - AUSTRIAN FEDERAL FINANCING AGENCY                               | AUST 5.375 12/01/34 30y                                     | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      280000 | PA      | $223078.59    | 0.71%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                         | MS V1.928 04/28/32 MTN                                      | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52197.96     | 0.17%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GREECE 5.2 07/17/34                                         | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       55000 | PA      | $68441.13     | 0.22%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 1.875 02/04/35                                          | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      200000 | PA      | $203606.35    | 0.65%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                 | WCC 5.5 04/15/34 144A                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9975.00      | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -1605000 | OU      | $-1.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN EXPORT-IMPORT BANK PTE LTD                                                   | MAEXIM 6 05/16/29                                           | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $124338.53    | 0.40%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                                    | EMIR 2023-1 M1A                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |        9744 | PA      | $9749.48      | 0.03%             | 2033-09-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                       | DB V4 06/24/32 EMTN                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117633.84    | 0.38%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                       | TURKGB F 01/09/30 4Y                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1300000 | PA      | $28065.89     | 0.09%             | 2030-01-09      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                             | DLLTD 0 12/31/30 1B14                                       | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        9962 | PA      | $1.00         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                     | VEGLPL 7.75 05/01/35 144A                                   | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5615.57      | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| IBERDROLA INTERNATIONAL BV                                                             | IBESM V1.45 PERP NC6                                        | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231314.68    | 0.74%             | N/A             | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                           | WMB 3.5 10/15/51                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       30000 | PA      | $20362.51     | 0.07%             | 2051-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| ASHTON WOODS USA LLC                                                                   | ASHWOO 4.625 08/01/29 144A                                  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23922.13     | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                       | VMED 4.25 01/15/30 REGS                                     | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123065.55    | 0.39%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2761.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/30 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       10000 | PA      | $12057.38     | 0.04%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                         | RESFER 1.5 05/29/37 EMTN                                    | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $90818.16     | 0.29%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAST MILE LOGISTICS PAN EURO FINANCE DAC                                               | LMLOG 1A D                                                  | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-O            | CORP              | IE        |       97061 | PA      | $113879.24    | 0.36%             | 2033-08-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                          | RCKT 2024-CES6 A1A                                          | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      182538 | PA      | $182721.34    | 0.58%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                          | DISH 7.375 07/01/28                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24430.40     | 0.08%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                         | FFHCN 5.75 05/20/35                                         | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $61453.18     | 0.20%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                     | ET 6.25 04/15/49                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24590.86     | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                               | RABOBK 3.5 12/14/26 GMTN                                    | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       90000 | PA      | $63767.57     | 0.20%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 3.875 03/31/31                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      385000 | PA      | $382473.44    | 1.22%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                                                    | MFRA 2021-RPL1 A1                                           | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91506 | PA      | $84063.75     | 0.27%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                     | USD/GBP FORWARD                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5856.46     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                               | PERU 1.25 03/11/33                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      105000 | PA      | $103669.97    | 0.33%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                 | ISRAEL 1.5 01/18/27 EMTN                                    | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      100000 | PA      | $115579.88    | 0.37%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                               | HILCRP 6.25 04/15/32 144A                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24841.75     | 0.08%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                               | ISRELE 3.75 02/22/32 GMTN                                   | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      200000 | PA      | $185122.00    | 0.59%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                             | REPHUN 2.125 09/22/31 REGS                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $173500.00    | 0.56%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                        | COLOM 3 01/30/30                                            | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $180420.00    | 0.58%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                      | CF 4.95 06/01/43                                            | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17925.86     | 0.06%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                  | China Government Bond                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $87291.29     | 0.28%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                      | VENTGL 3.875 08/15/29 144A                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4788.65      | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                | STACR 2021-HQA3 M2                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |       70000 | PA      | $70173.80     | 0.22%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          10 | NC      | $-18316.96    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                               | EIB 0 05/28/37 144A                                         | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |      150000 | PA      | $68845.29     | 0.22%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                  | EGBLFN 11 11/30/28 REGs                                     | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      195000 | PA      | $241597.91    | 0.77%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/41 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       23000 | PA      | $26759.10     | 0.09%             | 2041-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                       | MEX 2.375 02/11/30                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $110954.52    | 0.36%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                       | CFELEC 5 09/29/36 EMTN                                      | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      124400 | PA      | $116573.37    | 0.37%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                                          | MHO 4.95 02/01/28                                           | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24857.22     | 0.08%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                  | MINAU 6 05/01/32 144A                                       | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       20000 | PA      | $19846.60     | 0.06%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                   | CFPTCN 3.875 03/20/27 144A                                  | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      300000 | PA      | $298934.37    | 0.96%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                    | TPMT 2024-CES1 A1A                                          | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49656 | PA      | $49747.46     | 0.16%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                          | C V2.561 05/01/32                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35936.55     | 0.12%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF ITALY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1408.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | CNH/USD FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $45.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                 | POWFIN 1.841 09/21/28 GMTN                                  | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      100000 | PA      | $112047.19    | 0.36%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                            | PETBRA 5.375 10/01/29 .                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $133897.80    | 0.43%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                   | IBM 3 02/03/31                                              | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114886.20    | 0.37%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                  | WFC V2.879 10/30/30 MTN                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23601.31     | 0.08%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                            | METLIFE INC 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |         541 | NS      | $12334.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE FRANCAISE DE FINANCEMENT LOCAL SA                                               | CAFFIL 4.68 03/09/29 EMTN                                   | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $149531.06    | 0.48%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 7 01/15/28 144A                                       | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21938.25     | 0.07%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP LTD                                                             | TALKLN 11.75 03/01/28 144A                                  | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |       83818 | PA      | $0.11         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 4.75 08/15/55                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      190000 | PA      | $182785.94    | 0.59%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                              | CYPRUS 2.75 05/03/49 EMTN                                   | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       30000 | PA      | $28373.22     | 0.09%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/JPY FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5256.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                      | DISH 11.75 11/15/27 144A                                    | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51576.31     | 0.17%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                                      | BMARK 2020-B20 A3                                           | CUSIP: 08162XBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87598 | PA      | $83481.04     | 0.27%             | 2053-10-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                                      | JPMMT 2023-HE2 A1                                           | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7799 | PA      | $7815.83      | 0.03%             | 2054-03-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                            | PETBRA 6.625 01/16/34                                       | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $136432.20    | 0.44%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                            | AKERBP 5.6 06/13/28 144A                                    | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      155000 | PA      | $157579.56    | 0.50%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                       | DBHNGR V1.6 PERP CB                                         | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $107478.76    | 0.34%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                    | BRPCN 4.875 02/15/30 144A                                   | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $32727.45     | 0.10%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                   | OMF 4 09/15/30                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23002.77     | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE SA                                                                    | SOCGEN V5.519 01/19/28 144A                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201236.36    | 0.64%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                      | BPPEHX 1 05/04/28 EMTN                                      | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $223221.16    | 0.71%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           6 | NC      | $-749.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/42 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       37000 | PA      | $42541.35     | 0.14%             | 2042-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                            | ORCL 6.7 02/04/56                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23035.60     | 0.07%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALY 5.345 01/27/48 EMTN                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       50000 | PA      | $63043.78     | 0.20%             | 2048-01-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                  | WFC V2.572 02/11/31 MTN                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23192.86     | 0.07%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                | MERIDI 6.25 04/30/31 144A                                   | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20002.20     | 0.06%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                         | MS V3.749 11/07/36 GMTN                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227606.13    | 0.73%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                          | GS V4.594 04/20/30                                          | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99763.71     | 0.32%             | 2030-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                                | STACR 2022-DNA3 M1B                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |      140000 | PA      | $142400.10    | 0.46%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | ROMANI 3.875 10/29/35 REGS                                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      100000 | PA      | $100239.69    | 0.32%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                  | MINAU 9.25 10/01/28 144A                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        6000 | PA      | $6225.00      | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -965000 | OU      | $-4905.62     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                               | T 3.95 04/30/31                                             | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $238797.73    | 0.76%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                                | DIAMOND SPORTS NET LLC                                      | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |       10308 | PA      | $1855.41      | 0.01%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| REGIONE LAZIO                                                                          | LAZIO 3.088 03/31/43                                        | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       75211 | PA      | $80318.55     | 0.26%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                               | TFS_18-3                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.17         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                   | RPLDCI 6.581 05/30/49 144A                                  | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      181000 | PA      | $187289.70    | 0.60%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| PLAQUEMINES LA PORT HBR & TERM DIST                                                    | LA PLATRN 12 12/01/2034                                     | CUSIP: 727521AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $71000.00     | 0.23%             | 2034-12-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| VISTRA CORP                                                                            | VST V8 PERP 144A                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50423.49     | 0.16%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                              | SERBIA 4.875 05/06/38 144A                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      100000 | PA      | $114714.48    | 0.37%             | 2038-05-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                          | C V3.057 01/25/33                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13592.43     | 0.04%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                           | AVGO 2.45 02/15/31                                          | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72876.63     | 0.23%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -146000 | OU      | $-1331.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                            | TRACTC 5.875 03/01/31 144A                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24596.91     | 0.08%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                           | UAL 4.875 03/01/29                                          | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29626.78     | 0.09%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                           | INDON 1.1 03/12/33                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $191344.85    | 0.61%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                                   | DIGICEL INTL FIN LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         645 | NS      | $8335.59      | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                      | VENTGL 4.125 08/15/31 144A                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4687.05      | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                         | PANAMA 3.16 01/23/30                                        | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $189400.00    | 0.61%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/28 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       42000 | PA      | $49293.30     | 0.16%             | 2028-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 4.375 01/31/32                                            | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      654000 | PA      | $662839.22    | 2.12%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                            | VST V7 PERP 144A                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25059.83     | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | BTPS 3.25 03/01/38 16Y                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       85000 | PA      | $92855.31     | 0.30%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                  | CDS REPUBLIC OF FRANCE                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10283.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                                                 | TDFINF 4.125 10/23/31                                       | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117036.68    | 0.37%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                             | REPHUN 1.75 06/05/35 15Y                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $96388.35     | 0.31%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                   | BAC V3.194 07/23/30 MTN                                     | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23967.43     | 0.08%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CATALUNYA, GENERALITAT DE                                                              | GENCAT 5.9 05/28/30 EMTN                                    | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       50000 | PA      | $63780.00     | 0.20%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANSPORTS PARISIENS SA                                             | RATPFP 0.4 12/19/36 EMTN                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |       41061 | PA      | $40972.58     | 0.13%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                          | F 4.97 04/06/29                                             | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198347.56    | 0.63%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                            | TRACTD 6.5 05/01/31 144A                                    | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14868.21     | 0.05%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                           | DPWDU 2.375 09/25/26 REGS                                   | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      100000 | PA      | $116809.86    | 0.37%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                             | KDP 3.881 03/26/30 144A                                     | CUSIP: 56530KAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $116994.70    | 0.37%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                              | HBAN V5.709 02/02/35                                        | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133165.15    | 0.43%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -1605000 | OU      | $-7.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                | BPCEGP V2.045 10/19/27 144A                                 | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $247122.48    | 0.79%             | 2027-10-19      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                 | ESKOM 6.35 08/10/28 REGS                                    | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $202937.00    | 0.65%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                  | SPAIN 5.25 04/06/29 EMTN                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      100000 | PA      | $136862.87    | 0.44%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 5 01/30/28 144A                                       | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4264.10      | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                              | OKE 6.05 09/01/33                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94607.11     | 0.30%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                  | WFC V5.605 04/23/36                                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20480.61     | 0.07%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CP COMBOIOS DE PORTUGAL SA                                                             | CAMFER 5.7 03/05/30                                         | CUSIP: 000000000<br>LEI: 549300VXFS1QY0HKKT27 | Long             | DBT              | NUSS              | PT        |      100000 | PA      | $124693.51    | 0.40%             | 2030-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                         | WFCM 2021-C59 A3                                            | CUSIP: 95003CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $91921.77     | 0.29%             | 2054-04-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                       | MINASG 5.333 02/15/28 REGS                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      338200 | PA      | $339891.00    | 1.09%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                               | HHH 5.875 03/01/32 144A                                     | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19598.60     | 0.06%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      965000 | OU      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                  | CAS 2022-R03 1B1                                            | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       25000 | PA      | $26101.50     | 0.08%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                      | HRI 5.75 03/15/31 144A                                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10018.75     | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                              | CMC 5.75 11/15/33 144A                                      | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10002.39     | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                                   | PARCRT 0 06/05/34 REGS                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      103364 | PA      | $85585.79     | 0.27%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION | GGB 4.3 02/24/31 PSI                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       23000 | PA      | $27250.39     | 0.09%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                             | DVA 3.75 02/15/31 144A                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46391.36     | 0.15%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                       | PHILIP 0.7 02/03/29                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $326744.16    | 1.05%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                              | MEXCAT 3.875 04/30/28 144A                                  | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $197400.00    | 0.63%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                    | CEG 4.625 02/01/29 144A                                     | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9936.31      | 0.03%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                            | VTRS 3.85 06/22/40                                          | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $53675.27     | 0.17%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                         | CDS REPUBLIC OF PANAMA                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $229.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TREASURY BV                                                          | HEIBOS 1.375 03/03/27 EMTN                                  | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115281.77    | 0.37%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 3.375 11/15/48                                            | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | PA      | $1007296.88   | 3.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.95 09/01/32                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69999.80     | 0.22%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                                   | BZH 7.25 10/15/29                                           | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20167.53     | 0.06%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| FREEPORT TERMINAL (MALTA) PLC                                                          | FRETER 7.25 05/15/28 144A                                   | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      200000 | PA      | $207390.20    | 0.66%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                          | GS V3.65 PERP U                                             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129458.01    | 0.41%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                              | CYPRUS 1.25 01/21/40 EMTN                                   | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       20000 | PA      | $17178.01     | 0.05%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                                                       | COMILA 4.019 06/29/35                                       | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |       90000 | PA      | $104815.76    | 0.34%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                              | SERBIA 2.05 09/23/36 REGS                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      300000 | PA      | $274060.19    | 0.88%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 4.25 11/15/34                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1605000 | PA      | $1596975.00   | 5.11%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | Euro(FGBS) Schatz Futures                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $2791.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                              | MGM 6.5 04/15/32                                            | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30403.55     | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | ITALY 3.875 05/06/51 30Y                                    | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $144899.44    | 0.46%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                      | NWL 6.625 05/15/32                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4853.11      | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERATING LLC                                                               | NEWCAL 1.95 02/28/34 144A                                   | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256145 | PA      | $222901.90    | 0.71%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MORTGAGE TRUST                                                       | BMARK 2018-B2 A3                                            | CUSIP: 08161CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136288 | PA      | $134007.77    | 0.43%             | 2051-02-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                       | (PIPA070) PGIM Core Government Money Market Fund            | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |      733164 | NS      | $733163.55    | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                        | COLOM 3.75 09/19/28                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $115663.21    | 0.37%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 5.25 01/30/30 144A                                    | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16250.00     | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TENNECO LLC                                                                            | TENINC 8 11/17/28 144A                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50559.62     | 0.16%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                         | NRG V10.25 PERP 144A                                        | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27099.82     | 0.09%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                  | JPY/USD FORWARD                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8447.34      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -585000 | OU      | $-5713.45     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                       | DB V2.552 01/07/28                                          | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $147805.98    | 0.47%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                       | MEX 4.5 03/19/34                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      110000 | PA      | $127588.43    | 0.41%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                      | BTPS 1.8 03/01/41 21Y                                       | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $172902.12    | 0.55%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                                 | MORGAN STANLEY FINANCE LLC                                  | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $149006.40    | 0.48%             | 2028-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                               | EIB 5.4 01/05/45                                            | CUSIP: 29878TAD6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |       50000 | PA      | $39649.57     | 0.13%             | 2045-01-05      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                         | DIRCHA 7.75 11/15/29 144A                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10259.26     | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                                                | LINE 4.125 11/26/31                                         | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231183.78    | 0.74%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANSPORTS PARISIENS SA                                             | RATPFP 1.875 05/25/32 EMTN                                  | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $106742.42    | 0.34%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                          | DISH 7.75 07/01/26                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99708.26     | 0.32%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                  | China Government Bond                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $97940.96     | 0.31%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                          | CDS CMBX.NA.19.AAA                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |           1 | NC      | $147.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                            | BHCCN 6.25 02/15/29 144A                                    | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       10000 | PA      | $7350.00      | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 2.375 05/15/51                                            | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1235000 | PA      | $763384.38    | 2.44%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                     | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY         | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |      462083 | NS      | $461806.08    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                   | T 3 02/15/47                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       70000 | PA      | $51646.88     | 0.17%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                                     | DIGICEL INTL FIN LTD Common Equity                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4900 | NS      | $124337.50    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                           | AVGO 3.419 04/15/33                                         | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22894.79     | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                    | ASCRES 9 11/01/27 144A                                      | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28660.94     | 0.09%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                         | BBDBCN 7.5 02/01/29 144A                                    | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $20765.40     | 0.07%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                               | MEXPCP 5.5 08/17/30 144A                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $251675.00    | 0.81%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | USD/CZK FORWARD                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-235.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF FRANCE                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-5.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     -585000 | OU      | $-5713.90     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF COTE D'IVOIRE                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-367.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                | CDS ALPHABET INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1063.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | Euro(FGBM) Bobl Futures                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -6 | NC      | $17317.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | CDS SKANDINAVISKA ENSKILDA BANKEN AB                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $238.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | CDS STANDARD CHARTERED BANK                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $130.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                           | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $136.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | AUD/USD FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1423.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS AUD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |      120000 | OU      | $687.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -146000 | OU      | $-146.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                           | CNH/USD FORWARD                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4209.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF FRANCE                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-170.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | Euro(FGBL) Bund Futures                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -3 | NC      | $12519.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                           | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3418.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     1605000 | OU      | $30.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                             | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-159913.60   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                           | USD/AUD FORWARD                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2009.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                               | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1412.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      585000 | OU      | $1851.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                            | USD/EUR FORWARD                                             | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2945.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF ECUADOR                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4484.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                 | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -1300000000 | OU      | $-3551.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -585000 | OU      | $-891.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS AUD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     1930000 | OU      | $375.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                             | SEK/USD FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-124.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      490000 | OU      | $1453.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | CDS REPUBLIC OF FRANCE                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2999.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      965000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -2 | NC      | $2497.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      146000 | OU      | $288.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                             | USD/BRL FORWARD                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $313.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                        | CDS CDX.NA.IG.46.V1                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $49109.82     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | CDS KINGDOM OF SAUDI ARABIA                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                               | EUR/USD FORWARD                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $130.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | Micro Ultra U.S. Treasury Bond Futures, Jun-2026,ETH        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          18 | NC      | $-2403.29     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     -500000 | OU      | $-554.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS KINGDOM OF NORWAY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-23.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                             | CHF/USD FORWARD                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                  | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |      340000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | SWOP IRS EUR                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |      500000 | OU      | $1187.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -980000 | OU      | $-1575.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                | CDS CITIGROUP INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $442.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                      | CDS REPUBLIC OF ITALY                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2986.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                            | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -1130000 | OU      | $-9839.62     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                              | CDS REPUBLIC OF ESTONIA                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $324.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                         | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2517.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                  | CDS REPUBLIC OF FRANCE                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4781.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                          | CDS CMBX.NA.19.AAA                                          | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |           1 | NC      | $144.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                            | British Pound Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -4 | NC      | $-6794.82     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** Prudential Global Total Return Fund, Inc.

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer